-40.4%
BABA vs OKE
+35.0%
-75.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.8% | -6.9% |
| 7D | -12.7% | +3.0% | -15.7% | -12.2% |
| 30D | -14.9% | -3.8% | -11.1% | -15.3% |
| 3M | -24.6% | -2.8% | -21.8% | -24.9% |
| 6M | -29.3% | +2.8% | -32.2% | -28.8% |
| YTD | -35.0% | +26.9% | -61.9% | -36.9% |
| All | -40.4% | +35.0% | -75.4% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling