+114.5%
AXP vs OKE
+71.7%
+42.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | -6.5% | +9.4% | -15.9% | -9.5% |
| 3M | +4.6% | +8.6% | -3.9% | +1.0% |
| 6M | +5.4% | +15.3% | -9.9% | -1.8% |
| YTD | -11.1% | +34.8% | -45.9% | -23.7% |
| 1Y | -0.3% | +35.3% | -35.6% | -14.9% |
| All | +114.5% | +71.7% | +42.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling