+9,772.3%
CSX vs OKE
+15,895.1%
-6,122.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -3.1% | +9.4% | -12.5% | -6.1% |
| 3M | +7.2% | +8.6% | -1.4% | +3.9% |
| 6M | +16.2% | +15.3% | +0.9% | +9.8% |
| YTD | +37.5% | +34.8% | +2.8% | +22.8% |
| 1Y | +53.2% | +35.3% | +18.0% | +36.3% |
| 3Y | +68.2% | +69.5% | -1.2% | +36.1% |
| 5Y | +65.2% | +135.2% | -70.0% | +17.8% |
| 10Y | +504.1% | +261.7% | +242.4% | +221.6% |
| All | +9,772.3% | +15,895.1% | -6,122.8% | +1,507.3% |
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