+28.2%
BABA vs OKE
+187.5%
-159.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -11.9% | +9.4% | -21.3% | -13.3% |
| 3M | -9.3% | +8.6% | -17.8% | -10.7% |
| 6M | -14.2% | +15.3% | -29.5% | -16.9% |
| YTD | -22.0% | +34.8% | -56.8% | -26.6% |
| 1Y | -12.7% | +35.3% | -48.0% | -18.0% |
| 3Y | +26.7% | +69.5% | -42.8% | +13.0% |
| 5Y | -29.3% | +135.2% | -164.5% | -40.3% |
| 10Y | +21.2% | +261.7% | -240.5% | -8.0% |
| All | +28.2% | +187.5% | -159.4% | +4.5% |
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 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