+21.8%
DOW vs OKE
+40.5%
-18.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -1.4% | +1.2% | -2.6% | -2.2% |
| 30D | -3.9% | +4.5% | -8.4% | -6.6% |
| 3M | -12.7% | +9.6% | -22.3% | -17.5% |
| 6M | -13.7% | +15.4% | -29.1% | -20.4% |
| YTD | +28.4% | +36.5% | -8.1% | +5.9% |
| 1Y | +21.8% | +39.0% | -17.2% | -0.6% |
| All | +21.8% | +40.5% | -18.7% | -0.6% |
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