+216.5%
AZN vs OKE
+266.1%
-49.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +1.1% | +4.5% | -3.4% | +0.5% |
| 3M | -12.1% | +9.6% | -21.7% | -13.1% |
| 6M | -17.1% | +15.4% | -32.5% | -18.8% |
| YTD | -12.0% | +36.5% | -48.4% | -15.6% |
| 1Y | -0.2% | +39.0% | -39.2% | -4.7% |
| 3Y | +26.8% | +74.3% | -47.5% | +16.7% |
| 5Y | +56.9% | +141.2% | -84.3% | +38.0% |
| All | +216.5% | +266.1% | -49.6% | +169.4% |
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