-35.7%
BABA vs OKE
+83.5%
-119.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -8.4% | -3.1% | -5.2% | -7.9% |
| 3M | -20.6% | -2.6% | -18.0% | -20.4% |
| 6M | -25.4% | +2.8% | -28.1% | -26.7% |
| YTD | -30.1% | +25.9% | -56.0% | -36.7% |
| 1Y | -36.3% | +34.0% | -70.2% | -43.7% |
| 3Y | +30.4% | +58.9% | -28.5% | -0.5% |
| 5Y | -35.7% | +81.8% | -117.5% | -56.3% |
| All | -35.7% | +83.5% | -119.2% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling