+195.5%
AMGN vs OKE
+266.1%
-70.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.5% |
| 7D | -13.7% | +1.2% | -14.9% | -13.9% |
| 30D | -8.8% | +4.5% | -13.3% | -9.4% |
| 3M | +7.2% | +9.6% | -2.4% | +5.7% |
| 6M | +1.3% | +15.4% | -14.1% | -1.0% |
| YTD | +17.6% | +36.5% | -18.8% | +12.2% |
| 1Y | +37.2% | +39.0% | -1.8% | +30.4% |
| 3Y | +57.7% | +74.3% | -16.6% | +44.5% |
| 5Y | +106.3% | +141.2% | -34.9% | +79.3% |
| All | +195.5% | +266.1% | -70.5% | +150.0% |
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