+6.0%
AZN vs OKE
+39.2%
-33.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.8% |
| 30D | +4.7% | +2.1% | +2.6% | +4.9% |
| 3M | -8.4% | +8.3% | -16.7% | -8.2% |
| 6M | -13.8% | +16.3% | -30.1% | -12.9% |
| YTD | -10.0% | +37.0% | -46.9% | -8.7% |
| All | +6.0% | +39.2% | -33.2% | +6.6% |
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 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