+7,895.4%
CI vs OKE
+15,110.7%
-7,215.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +1.2% | +5.4% | -4.2% | -0.4% |
| 30D | +2.6% | -1.3% | +3.9% | +2.8% |
| 3M | +7.4% | -2.0% | +9.5% | +7.7% |
| 6M | -0.1% | +3.4% | -3.5% | -1.7% |
| YTD | +9.7% | +28.2% | -18.4% | +0.7% |
| 1Y | +12.1% | +35.7% | -23.5% | +1.0% |
| 3Y | +7.0% | +61.0% | -54.0% | -10.8% |
| 5Y | +49.7% | +85.8% | -36.1% | +17.1% |
| 10Y | +147.2% | +242.1% | -94.9% | +41.4% |
| All | +7,895.4% | +15,110.7% | -7,215.3% | +1,383.6% |
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