+63.9%
CSCO vs OKE
+35.9%
+28.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | -10.1% | +9.4% | -19.5% | -10.9% |
| 3M | -15.7% | +8.6% | -24.2% | -16.4% |
| 6M | +36.3% | +15.3% | +21.0% | +34.5% |
| YTD | +43.8% | +34.8% | +9.0% | +40.2% |
| 1Y | +63.9% | +35.3% | +28.7% | +61.5% |
| All | +63.9% | +35.9% | +28.1% | +61.5% |
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 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