+16.4%
AZN vs OKE
+43.1%
-26.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +2.4% |
| 7D | +11.5% | -5.2% | +16.7% | +11.0% |
| 30D | +20.8% | +1.1% | +19.6% | +21.0% |
| 3M | +21.5% | +2.2% | +19.2% | +21.8% |
| 6M | +3.0% | 0.0% | +3.0% | +3.0% |
| YTD | +3.9% | +26.5% | -22.7% | +7.0% |
| 1Y | +16.4% | +44.6% | -28.2% | +18.2% |
| All | +16.4% | +43.1% | -26.7% | +18.2% |
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