+228.1%
AMAT vs OKE
+75.5%
+152.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.6% |
| 7D | +7.0% | +1.9% | +5.1% | +6.7% |
| 30D | -12.2% | +12.8% | -25.0% | -14.1% |
| 3M | -3.8% | +11.9% | -15.8% | -6.2% |
| 6M | +45.9% | +14.9% | +31.1% | +39.7% |
| YTD | +84.6% | +37.7% | +46.9% | +64.3% |
| 1Y | +193.4% | +44.1% | +149.3% | +155.0% |
| 3Y | +228.1% | +75.3% | +152.8% | +182.4% |
| All | +228.1% | +75.5% | +152.6% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling