+51.1%
CSX vs OKE
+36.3%
+14.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +6.0% | +5.4% | +0.6% | +5.5% |
| 30D | +7.8% | -1.3% | +9.1% | +7.8% |
| 3M | +4.1% | -2.0% | +6.1% | +4.1% |
| 6M | +17.9% | +3.4% | +14.5% | +17.5% |
| YTD | +44.9% | +28.2% | +16.7% | +39.2% |
| 1Y | +51.1% | +35.7% | +15.5% | +42.7% |
| All | +51.1% | +36.3% | +14.8% | +42.7% |
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