+60.4%
AMGN vs OKE
+35.9%
+24.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.1% | +0.7% | +0.4% | +1.1% |
| 30D | +7.8% | +9.4% | -1.6% | +7.5% |
| 3M | +27.3% | +8.6% | +18.7% | +26.8% |
| 6M | +16.8% | +15.3% | +1.5% | +16.2% |
| YTD | +36.3% | +34.8% | +1.5% | +33.9% |
| 1Y | +60.4% | +35.3% | +25.2% | +48.2% |
| All | +60.4% | +35.9% | +24.6% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling