-1.5%
COF vs OKE
+35.9%
-37.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | +1.8% | +0.7% | +1.1% | +1.9% |
| 30D | -0.6% | +9.4% | -10.0% | +0.9% |
| 3M | +20.3% | +8.6% | +11.7% | +22.0% |
| 6M | +13.0% | +15.3% | -2.3% | +13.7% |
| YTD | -8.3% | +34.8% | -43.1% | -11.4% |
| 1Y | -1.5% | +35.3% | -36.7% | -5.2% |
| All | -1.5% | +35.9% | -37.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling