+7,284.5%
CI vs OKE
+16,243.7%
-8,959.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.5% | -3.0% |
| 7D | -2.6% | +1.9% | -4.5% | -3.1% |
| 30D | -2.4% | +12.8% | -15.2% | -5.9% |
| 3M | -4.8% | +11.9% | -16.7% | -8.2% |
| 6M | +2.1% | +14.9% | -12.7% | -2.7% |
| YTD | +1.4% | +37.7% | -36.4% | -8.8% |
| 1Y | -6.8% | +44.1% | -50.8% | -17.3% |
| 3Y | +3.3% | +75.3% | -72.0% | -15.9% |
| 5Y | +41.1% | +144.0% | -102.9% | +1.7% |
| 10Y | +139.1% | +249.7% | -110.7% | +35.9% |
| All | +7,284.5% | +16,243.7% | -8,959.2% | +1,244.7% |
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