+48.5%
AMZN vs OKE
+138.0%
-89.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | -3.9% | +4.5% | -8.4% | -5.3% |
| 3M | +6.3% | +9.6% | -3.3% | +2.9% |
| 6M | +20.8% | +15.4% | +5.4% | +13.9% |
| YTD | +11.2% | +36.5% | -25.2% | -2.3% |
| 1Y | +11.7% | +39.0% | -27.3% | -2.9% |
| 3Y | +79.4% | +74.3% | +5.1% | +36.2% |
| All | +48.5% | +138.0% | -89.5% | -1.5% |
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