+2,069.3%
CMCSA vs OKE
+15,960.4%
-13,891.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.1% |
| 7D | -8.3% | -0.2% | -8.1% | -8.2% |
| 30D | -2.4% | +6.1% | -8.5% | -4.1% |
| 3M | +4.5% | +10.4% | -5.9% | +1.2% |
| 6M | -18.8% | +14.2% | -32.9% | -22.4% |
| YTD | -8.9% | +35.3% | -44.3% | -17.4% |
| 1Y | -18.3% | +40.6% | -58.9% | -26.8% |
| 3Y | -35.0% | +72.2% | -107.2% | -45.9% |
| 5Y | -48.2% | +139.6% | -187.8% | -61.5% |
| 10Y | +4.6% | +259.1% | -254.5% | -40.5% |
| All | +2,069.3% | +15,960.4% | -13,891.2% | +283.6% |
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