+488.5%
CSX vs OKE
+262.7%
+225.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.5% | +4.6% | -6.1% | -3.0% |
| 3M | +6.0% | +6.9% | -1.0% | +3.6% |
| 6M | +20.6% | +15.8% | +4.8% | +14.4% |
| YTD | +36.5% | +35.2% | +1.3% | +23.0% |
| 1Y | +55.0% | +37.6% | +17.4% | +38.6% |
| 3Y | +70.8% | +72.0% | -1.3% | +39.9% |
| 5Y | +69.6% | +139.0% | -69.4% | +23.9% |
| All | +488.5% | +262.7% | +225.9% | +269.5% |
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 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