+216.7%
CTVA vs OKE
+133.2%
+83.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -4.5% | +1.2% | -5.8% | -4.9% |
| 30D | +11.3% | +4.5% | +6.8% | +9.7% |
| 3M | +12.3% | +9.6% | +2.7% | +8.7% |
| 6M | +7.2% | +15.4% | -8.2% | +1.6% |
| YTD | +26.0% | +36.5% | -10.5% | +12.7% |
| 1Y | +16.0% | +39.0% | -22.9% | +3.1% |
| 3Y | +73.9% | +74.3% | -0.4% | +41.0% |
| 5Y | +103.8% | +141.2% | -37.4% | +47.5% |
| All | +216.7% | +133.2% | +83.6% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling