+4,678.0%
AZN vs OKE
+8,977.4%
-4,299.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | +1.1% | +4.5% | -3.4% | +0.2% |
| 3M | -12.1% | +9.6% | -21.7% | -13.7% |
| 6M | -17.1% | +15.4% | -32.5% | -19.6% |
| YTD | -12.0% | +36.5% | -48.4% | -17.3% |
| 1Y | -0.2% | +39.0% | -39.2% | -6.7% |
| 3Y | +26.8% | +74.3% | -47.5% | +12.2% |
| 5Y | +56.9% | +141.2% | -84.3% | +29.1% |
| 10Y | +226.7% | +262.1% | -35.4% | +124.8% |
| All | +4,678.0% | +8,977.4% | -4,299.3% | +1,549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling