+201.4%
B vs OKE
+266.1%
-64.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | +6.3% | +4.5% | +1.9% | +5.8% |
| 3M | +12.1% | +9.6% | +2.5% | +10.7% |
| 6M | -3.1% | +15.4% | -18.5% | -5.3% |
| YTD | +2.0% | +36.5% | -34.5% | -2.7% |
| 1Y | +51.7% | +39.0% | +12.7% | +44.2% |
| 3Y | +190.5% | +74.3% | +116.2% | +167.0% |
| 5Y | +158.0% | +141.2% | +16.8% | +128.1% |
| All | +201.4% | +266.1% | -64.7% | +116.7% |
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