+32.9%
BABA vs OKE
+75.5%
-42.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -0.2% | +1.9% | -2.1% | -0.3% |
| 30D | -12.3% | +12.8% | -25.1% | -13.2% |
| 3M | -5.3% | +11.9% | -17.2% | -6.4% |
| 6M | -13.1% | +14.9% | -27.9% | -14.7% |
| YTD | -22.4% | +37.7% | -60.2% | -26.5% |
| 1Y | -19.5% | +44.1% | -63.5% | -24.4% |
| 3Y | +32.9% | +75.3% | -42.3% | +15.7% |
| All | +32.9% | +75.5% | -42.5% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling