+615.8%
CIEN vs OKE
+72.4%
+543.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.5% | +4.2% |
| 7D | +8.9% | +1.2% | +7.6% | +8.6% |
| 30D | -19.1% | +4.5% | -23.6% | -20.0% |
| 3M | -21.5% | +9.6% | -31.1% | -23.7% |
| 6M | +2.8% | +15.4% | -12.6% | -3.1% |
| YTD | +49.5% | +36.5% | +13.0% | +29.7% |
| 1Y | +163.8% | +39.0% | +124.8% | +125.3% |
| 3Y | +615.8% | +74.3% | +541.5% | +489.0% |
| All | +615.8% | +72.4% | +543.5% | +489.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling