+65.5%
CSX vs OKE
+142.5%
-77.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.5% |
| 7D | +0.6% | +1.9% | -1.3% | 0.0% |
| 30D | -2.3% | +12.8% | -15.1% | -6.1% |
| 3M | +4.3% | +11.9% | -7.6% | +0.4% |
| 6M | +23.4% | +14.9% | +8.5% | +17.0% |
| YTD | +36.4% | +37.7% | -1.3% | +20.8% |
| 1Y | +53.0% | +44.1% | +9.0% | +33.0% |
| 3Y | +70.6% | +75.3% | -4.6% | +32.2% |
| 5Y | +65.5% | +144.0% | -78.6% | +10.8% |
| All | +65.5% | +142.5% | -77.0% | +10.8% |
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