+6.8%
BABA vs OKE
+173.4%
-166.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -13.8% | +5.4% | -19.1% | -14.5% |
| 30D | -15.1% | -1.3% | -13.8% | -15.1% |
| 3M | -22.7% | -2.0% | -20.7% | -22.7% |
| 6M | -34.7% | +3.4% | -38.1% | -35.4% |
| YTD | -35.0% | +28.2% | -63.2% | -38.4% |
| 1Y | -40.4% | +35.7% | -76.1% | -44.2% |
| 3Y | +21.9% | +61.0% | -39.1% | +9.6% |
| 5Y | -39.9% | +85.8% | -125.7% | -47.4% |
| 10Y | +7.9% | +242.1% | -234.2% | -17.6% |
| All | +6.8% | +173.4% | -166.6% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling