+1,707.5%
AMAT vs OKE
+248.9%
+1,458.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | -10.1% | +6.1% | -16.2% | -12.0% |
| 3M | -6.0% | +10.4% | -16.4% | -9.8% |
| 6M | +38.6% | +14.2% | +24.5% | +30.2% |
| YTD | +83.1% | +35.3% | +47.8% | +60.5% |
| 1Y | +188.3% | +40.6% | +147.7% | +148.3% |
| 3Y | +225.3% | +72.2% | +153.1% | +157.8% |
| 5Y | +262.0% | +139.6% | +122.3% | +154.5% |
| 10Y | +1,707.5% | +259.1% | +1,448.4% | +974.1% |
| All | +1,707.5% | +248.9% | +1,458.5% | +974.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling