+104.6%
CSCO vs OKE
+70.8%
+33.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | -10.8% | +4.6% | -15.4% | -11.8% |
| 3M | -9.2% | +6.9% | -16.2% | -10.9% |
| 6M | +39.5% | +15.8% | +23.8% | +33.9% |
| YTD | +41.5% | +35.2% | +6.3% | +29.7% |
| 1Y | +61.0% | +37.6% | +23.4% | +46.5% |
| All | +104.6% | +70.8% | +33.8% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling