+696.9%
AVGO vs OKE
+138.0%
+558.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | -13.0% | +4.5% | -17.5% | -14.3% |
| 3M | -6.0% | +9.6% | -15.6% | -9.4% |
| 6M | +6.4% | +15.4% | -9.0% | -0.8% |
| YTD | +5.0% | +36.5% | -31.5% | -9.5% |
| 1Y | +1.4% | +39.0% | -37.6% | -13.7% |
| 3Y | +336.8% | +74.3% | +262.5% | +231.3% |
| All | +696.9% | +138.0% | +558.9% | +424.6% |
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