+96.2%
AGG vs OKE
+3,186.4%
-3,090.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | -1.1% | +4.5% | -5.6% | -1.2% |
| 3M | -1.9% | +9.6% | -11.5% | -2.0% |
| 6M | -1.7% | +15.4% | -17.1% | -1.9% |
| YTD | -1.3% | +36.5% | -37.8% | -1.7% |
| 1Y | -0.7% | +39.0% | -39.7% | -1.2% |
| 3Y | +12.5% | +74.3% | -61.8% | +11.6% |
| 5Y | -2.5% | +141.2% | -143.7% | -3.8% |
| 10Y | +14.2% | +262.1% | -247.9% | +10.7% |
| All | +96.2% | +3,186.4% | -3,090.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling