+45.9%
CSCO vs OKE
+43.1%
+2.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.3% | +0.9% |
| 7D | -6.1% | -5.2% | -0.8% | -5.7% |
| 30D | -8.2% | +1.1% | -9.3% | -8.2% |
| 3M | -14.6% | +2.2% | -16.8% | -14.6% |
| 6M | +12.7% | 0.0% | +12.7% | +12.7% |
| YTD | +37.0% | +26.5% | +10.5% | +38.9% |
| 1Y | +45.9% | +44.6% | +1.3% | +52.0% |
| All | +45.9% | +43.1% | +2.8% | +52.0% |
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