+156.7%
B vs OKE
+136.3%
+20.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +8.7% | +4.6% | +4.1% | +7.8% |
| 3M | +17.3% | +6.9% | +10.4% | +15.6% |
| 6M | -5.0% | +15.8% | -20.8% | -8.8% |
| YTD | +1.4% | +35.2% | -33.7% | -6.5% |
| 1Y | +50.5% | +37.6% | +12.9% | +37.8% |
| 3Y | +194.4% | +72.0% | +122.3% | +145.2% |
| 5Y | +156.7% | +139.0% | +17.7% | +118.2% |
| All | +156.7% | +136.3% | +20.4% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling