+4,779.0%
CVX vs OKE
+15,943.7%
-11,164.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +9.1% | +4.6% | +4.5% | +6.9% |
| 3M | +13.1% | +6.9% | +6.1% | +9.8% |
| 6M | +16.3% | +15.8% | +0.5% | +9.0% |
| YTD | +43.5% | +35.2% | +8.3% | +25.5% |
| 1Y | +40.2% | +37.6% | +2.6% | +21.5% |
| 3Y | +44.2% | +72.0% | -27.8% | +12.1% |
| 5Y | +170.6% | +139.0% | +31.7% | +82.4% |
| 10Y | +220.3% | +258.7% | -38.4% | +64.7% |
| All | +4,779.0% | +15,943.7% | -11,164.7% | +741.9% |
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