+161.0%
CIEN vs OKE
+5,627.7%
-5,466.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.3% |
| 7D | -4.6% | -0.2% | -4.4% | -4.4% |
| 30D | -12.8% | +6.1% | -18.9% | -14.8% |
| 3M | -23.1% | +10.4% | -33.5% | -26.6% |
| 6M | +6.1% | +14.2% | -8.0% | -0.9% |
| YTD | +44.5% | +35.3% | +9.2% | +25.1% |
| 1Y | +176.6% | +40.6% | +136.0% | +134.8% |
| 3Y | +601.0% | +72.2% | +528.7% | +446.2% |
| 5Y | +509.1% | +139.6% | +369.5% | +308.2% |
| 10Y | +1,460.5% | +259.1% | +1,201.4% | +606.3% |
| All | +161.0% | +5,627.7% | -5,466.7% | -75.3% |
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