-81.6%
CHTR vs OKE
+138.0%
-219.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | -4.1% | +1.2% | -5.3% | -4.5% |
| 30D | -3.0% | +4.5% | -7.5% | -4.4% |
| 3M | +4.8% | +9.6% | -4.8% | +1.4% |
| 6M | -35.0% | +15.4% | -50.4% | -38.5% |
| YTD | -30.2% | +36.5% | -66.6% | -37.8% |
| 1Y | -44.8% | +39.0% | -83.7% | -51.2% |
| 3Y | -66.6% | +74.3% | -140.9% | -73.4% |
| All | -81.6% | +138.0% | -219.6% | -86.5% |
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