+4,569.6%
COP vs OKE
+15,960.4%
-11,390.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +2.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +11.7% | +6.1% | +5.6% | +8.2% |
| 3M | +17.7% | +10.4% | +7.2% | +11.7% |
| 6M | +18.3% | +14.2% | +4.2% | +10.3% |
| YTD | +49.1% | +35.3% | +13.7% | +26.9% |
| 1Y | +53.3% | +40.6% | +12.7% | +28.0% |
| 3Y | +22.2% | +72.2% | -50.1% | -8.4% |
| 5Y | +193.3% | +139.6% | +53.7% | +88.9% |
| 10Y | +340.2% | +259.1% | +81.1% | +121.3% |
| All | +4,569.6% | +15,960.4% | -11,390.8% | +650.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling