+60.7%
COP vs OKE
+43.1%
+17.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.5% | -2.6% |
| 7D | -8.1% | -5.2% | -2.9% | -4.5% |
| 30D | +6.7% | +1.1% | +5.5% | +6.2% |
| 3M | +16.9% | +2.2% | +14.7% | +14.9% |
| 6M | +11.2% | 0.0% | +11.2% | +10.9% |
| YTD | +49.5% | +26.5% | +23.0% | +26.0% |
| 1Y | +60.7% | +44.6% | +16.1% | +24.4% |
| All | +60.7% | +43.1% | +17.5% | +24.4% |
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