+6,706.3%
CME vs OKE
+3,617.3%
+3,089.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -2.9% | +1.9% | -4.8% | -3.4% |
| 30D | +5.5% | +12.8% | -7.3% | +1.7% |
| 3M | +11.0% | +11.9% | -1.0% | +7.1% |
| 6M | -9.7% | +14.9% | -24.6% | -13.7% |
| YTD | +4.9% | +37.7% | -32.9% | -5.3% |
| 1Y | +10.1% | +44.1% | -34.0% | -2.1% |
| 3Y | +53.5% | +75.3% | -21.7% | +25.3% |
| 5Y | +77.2% | +144.0% | -66.9% | +27.3% |
| 10Y | +282.1% | +249.7% | +32.4% | +109.2% |
| All | +6,706.3% | +3,617.3% | +3,089.0% | +992.9% |
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