+1,425.2%
AMAT vs OKE
+230.1%
+1,195.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.1% | +5.7% |
| 7D | +7.0% | -0.5% | +7.4% | +7.3% |
| 30D | -20.6% | -3.1% | -17.5% | -19.8% |
| 3M | -24.8% | -2.6% | -22.2% | -24.3% |
| 6M | -10.7% | +2.8% | -13.5% | -12.7% |
| YTD | +54.3% | +25.9% | +28.4% | +38.2% |
| 1Y | +73.7% | +34.0% | +39.8% | +51.8% |
| 3Y | +168.4% | +58.9% | +109.5% | +118.5% |
| 5Y | +167.6% | +81.8% | +85.8% | +105.7% |
| 10Y | +1,425.2% | +236.1% | +1,189.1% | +825.1% |
| All | +1,425.2% | +230.1% | +1,195.1% | +825.1% |
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