+11.7%
BABA vs OKE
+239.6%
-227.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.8% | -7.2% |
| 7D | -12.7% | +3.0% | -15.7% | -13.2% |
| 30D | -14.9% | -3.8% | -11.1% | -14.5% |
| 3M | -24.6% | -2.8% | -21.8% | -24.5% |
| 6M | -29.3% | +2.8% | -32.2% | -30.1% |
| YTD | -35.0% | +26.9% | -61.9% | -38.5% |
| 1Y | -39.7% | +35.4% | -75.1% | -43.6% |
| 3Y | +21.2% | +60.1% | -39.0% | +8.4% |
| 5Y | -39.9% | +84.0% | -123.8% | -47.7% |
| All | +11.7% | +239.6% | -227.9% | -8.3% |
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