+274.2%
CME vs OKE
+266.1%
+8.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | +5.6% | +4.5% | +1.1% | +4.4% |
| 3M | +5.6% | +9.6% | -4.0% | +3.1% |
| 6M | -8.3% | +15.4% | -23.6% | -11.7% |
| YTD | +4.3% | +36.5% | -32.1% | -3.8% |
| 1Y | +9.1% | +39.0% | -29.9% | +0.1% |
| 3Y | +52.1% | +74.3% | -22.2% | +28.6% |
| 5Y | +79.7% | +141.2% | -61.5% | +36.9% |
| All | +274.2% | +266.1% | +8.2% | +131.5% |
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