+6.1%
CMCSA vs OKE
+266.1%
-260.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -4.9% | +1.2% | -6.1% | -5.1% |
| 30D | -1.1% | +4.5% | -5.5% | -2.1% |
| 3M | +6.6% | +9.6% | -3.0% | +4.1% |
| 6M | -15.5% | +15.4% | -30.8% | -18.7% |
| YTD | -6.7% | +36.5% | -43.1% | -13.9% |
| 1Y | -15.6% | +39.0% | -54.6% | -22.6% |
| 3Y | -33.7% | +74.3% | -108.0% | -42.8% |
| 5Y | -46.6% | +141.2% | -187.8% | -57.7% |
| All | +6.1% | +266.1% | -260.0% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling