-12.1%
DOW vs OKE
+127.6%
-139.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | -3.9% | +4.5% | -8.4% | -5.9% |
| 3M | -12.7% | +9.6% | -22.3% | -16.3% |
| 6M | -13.7% | +15.4% | -29.1% | -19.1% |
| YTD | +28.4% | +36.5% | -8.1% | +11.2% |
| 1Y | +21.8% | +39.0% | -17.2% | +4.5% |
| 3Y | -35.7% | +74.3% | -110.0% | -50.8% |
| 5Y | -36.8% | +141.2% | -178.0% | -58.5% |
| All | -12.1% | +127.6% | -139.7% | -33.8% |
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