+105.5%
B vs OKE
+85.8%
+19.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -7.3% | +5.4% | -12.7% | -8.0% |
| 30D | -3.3% | -1.3% | -2.0% | -3.3% |
| 3M | -7.8% | -2.0% | -5.7% | -7.8% |
| 6M | -15.5% | +3.4% | -19.0% | -16.9% |
| YTD | -12.3% | +28.2% | -40.4% | -19.0% |
| 1Y | +5.4% | +35.7% | -30.3% | -4.3% |
| 3Y | +165.5% | +61.0% | +104.5% | +120.2% |
| All | +105.5% | +85.8% | +19.8% | +65.1% |
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