+14.4%
BABA vs OKE
+262.7%
-248.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -15.1% | +4.6% | -19.7% | -15.8% |
| 3M | -5.0% | +6.9% | -12.0% | -6.4% |
| 6M | -19.9% | +15.8% | -35.7% | -22.5% |
| YTD | -25.3% | +35.2% | -60.4% | -29.9% |
| 1Y | -23.9% | +37.6% | -61.5% | -28.9% |
| 3Y | +28.1% | +72.0% | -43.9% | +13.2% |
| 5Y | -31.4% | +139.0% | -170.3% | -42.6% |
| All | +14.4% | +262.7% | -248.2% | -12.6% |
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