+43.1%
COF vs OKE
+138.0%
-94.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.1% |
| 7D | -5.1% | +1.2% | -6.4% | -5.7% |
| 30D | -6.0% | +4.5% | -10.5% | -8.0% |
| 3M | +14.8% | +9.6% | +5.2% | +9.2% |
| 6M | +15.3% | +15.4% | 0.0% | +5.2% |
| YTD | -13.0% | +36.5% | -49.5% | -28.5% |
| 1Y | -5.7% | +39.0% | -44.7% | -23.6% |
| 3Y | +118.1% | +74.3% | +43.8% | +51.1% |
| All | +43.1% | +138.0% | -94.9% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling