+143.3%
DELL vs OKE
+43.1%
+100.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.6% | -5.2% | -10.0% |
| 7D | -24.6% | -5.2% | -19.4% | -26.0% |
| 30D | -32.5% | +1.1% | -33.6% | -31.8% |
| 3M | -20.2% | +2.2% | -22.4% | -18.5% |
| 6M | +76.5% | 0.0% | +76.4% | +83.6% |
| YTD | +198.9% | +26.5% | +172.4% | +204.5% |
| 1Y | +143.3% | +44.6% | +98.7% | +135.3% |
| All | +143.3% | +43.1% | +100.2% | +135.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling