+606.1%
COST vs OKE
+266.1%
+340.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | -4.7% | +4.5% | -9.2% | -5.2% |
| 3M | -7.1% | +9.6% | -16.7% | -8.1% |
| 6M | -8.5% | +15.4% | -23.9% | -10.1% |
| YTD | +5.4% | +36.5% | -31.1% | +1.5% |
| 1Y | -5.6% | +39.0% | -44.6% | -9.3% |
| 3Y | +68.5% | +74.3% | -5.8% | +57.3% |
| 5Y | +105.2% | +141.2% | -36.0% | +85.8% |
| All | +606.1% | +266.1% | +340.0% | +543.9% |
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