+24.9%
COP vs OKE
+70.8%
-45.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.0% | 0.0% | +1.0% | +0.9% |
| 30D | +9.6% | +4.6% | +5.0% | +5.9% |
| 3M | +15.0% | +6.9% | +8.1% | +9.5% |
| 6M | +21.8% | +15.8% | +6.0% | +9.5% |
| YTD | +49.6% | +35.2% | +14.4% | +20.1% |
| 1Y | +49.9% | +37.6% | +12.3% | +18.8% |
| All | +24.9% | +70.8% | -45.8% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling