+52.1%
CSX vs OKE
+40.5%
+11.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -3.2% | +6.1% | -9.3% | -3.6% |
| 3M | +2.6% | +10.4% | -7.9% | +2.2% |
| 6M | +19.8% | +14.2% | +5.7% | +18.8% |
| YTD | +34.7% | +35.3% | -0.7% | +30.6% |
| 1Y | +52.1% | +40.6% | +11.5% | +48.7% |
| All | +52.1% | +40.5% | +11.6% | +48.7% |
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 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