+790.6%
B vs OKE
+16,243.7%
-15,453.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.8% |
| 7D | +2.3% | +1.9% | +0.4% | +2.0% |
| 30D | +1.4% | +12.8% | -11.5% | -0.9% |
| 3M | +12.2% | +11.9% | +0.3% | +9.5% |
| 6M | -2.1% | +14.9% | -17.0% | -5.3% |
| YTD | +2.9% | +37.7% | -34.8% | -3.8% |
| 1Y | +55.3% | +44.1% | +11.2% | +43.6% |
| 3Y | +198.7% | +75.3% | +123.4% | +164.4% |
| 5Y | +153.8% | +144.0% | +9.7% | +109.8% |
| 10Y | +193.4% | +249.7% | -56.3% | +104.7% |
| All | +790.6% | +16,243.7% | -15,453.1% | +269.0% |
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