+10,299.7%
CSX vs OKE
+15,110.7%
-4,811.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +6.0% | +5.4% | +0.6% | +4.1% |
| 30D | +7.8% | -1.3% | +9.1% | +8.2% |
| 3M | +4.1% | -2.0% | +6.1% | +4.5% |
| 6M | +17.9% | +3.4% | +14.5% | +15.8% |
| YTD | +44.9% | +28.2% | +16.7% | +31.4% |
| 1Y | +51.1% | +35.7% | +15.5% | +34.3% |
| 3Y | +78.3% | +61.0% | +17.3% | +46.6% |
| 5Y | +58.1% | +85.8% | -27.7% | +22.0% |
| 10Y | +417.9% | +242.1% | +175.8% | +181.2% |
| All | +10,299.7% | +15,110.7% | -4,811.0% | +1,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling