+338.5%
COP vs OKE
+266.1%
+72.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | +2.3% | +1.2% | +1.1% | +1.4% |
| 30D | +8.6% | +4.5% | +4.1% | +5.2% |
| 3M | +19.9% | +9.6% | +10.2% | +12.3% |
| 6M | +19.0% | +15.4% | +3.7% | +7.5% |
| YTD | +50.0% | +36.5% | +13.5% | +20.3% |
| 1Y | +50.5% | +39.0% | +11.5% | +19.1% |
| 3Y | +25.2% | +74.3% | -49.1% | -16.2% |
| 5Y | +194.3% | +141.2% | +53.1% | +59.8% |
| All | +338.5% | +266.1% | +72.5% | +71.5% |
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