+54.1%
CSX vs OKE
+77.4%
-23.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | +0.7% | -5.0% | +5.7% | +2.3% |
| 30D | +8.1% | -1.6% | +9.7% | +8.5% |
| 3M | +2.2% | -2.2% | +4.4% | +2.6% |
| 6M | +14.6% | +5.0% | +9.6% | +12.0% |
| YTD | +42.2% | +24.8% | +17.4% | +29.5% |
| 1Y | +47.3% | +35.1% | +12.3% | +30.2% |
| 3Y | +73.5% | +57.5% | +16.1% | +38.6% |
| 5Y | +54.1% | +81.5% | -27.4% | +13.8% |
| All | +54.1% | +77.4% | -23.3% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling