+379.9%
CSCO vs OKE
+266.1%
+113.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +4.2% |
| 7D | +2.7% | +1.2% | +1.4% | +2.4% |
| 30D | -9.5% | +4.5% | -14.0% | -10.4% |
| 3M | -7.6% | +9.6% | -17.2% | -9.8% |
| 6M | +44.9% | +15.4% | +29.5% | +39.7% |
| YTD | +47.7% | +36.5% | +11.2% | +36.7% |
| 1Y | +69.1% | +39.0% | +30.1% | +55.6% |
| 3Y | +113.5% | +74.3% | +39.2% | +85.3% |
| 5Y | +122.8% | +141.2% | -18.4% | +78.7% |
| All | +379.9% | +266.1% | +113.9% | +251.7% |
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