-28.5%
BABA vs OKE
+145.0%
-173.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -0.2% | +1.9% | -2.1% | -0.7% |
| 30D | -12.3% | +12.8% | -25.1% | -15.2% |
| 3M | -5.3% | +11.9% | -17.2% | -8.6% |
| 6M | -13.1% | +14.9% | -27.9% | -17.5% |
| YTD | -22.4% | +37.7% | -60.2% | -31.0% |
| 1Y | -19.5% | +44.1% | -63.5% | -29.7% |
| 3Y | +32.9% | +75.3% | -42.3% | -0.2% |
| All | -28.5% | +145.0% | -173.5% | -53.5% |
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