+268.9%
AMAT vs OKE
+142.5%
+126.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.2% |
| 7D | +7.0% | +1.9% | +5.1% | +6.3% |
| 30D | -12.2% | +12.8% | -25.0% | -16.2% |
| 3M | -3.8% | +11.9% | -15.8% | -8.7% |
| 6M | +45.9% | +14.9% | +31.1% | +35.2% |
| YTD | +84.6% | +37.7% | +46.9% | +55.1% |
| 1Y | +193.4% | +44.1% | +149.3% | +139.5% |
| 3Y | +228.1% | +75.3% | +152.8% | +132.7% |
| 5Y | +268.9% | +144.0% | +124.9% | +108.7% |
| All | +268.9% | +142.5% | +126.5% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling