-35.7%
DOW vs OKE
+72.4%
-108.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -1.4% | +1.2% | -2.6% | -2.1% |
| 30D | -3.9% | +4.5% | -8.4% | -6.3% |
| 3M | -12.7% | +9.6% | -22.3% | -16.9% |
| 6M | -13.7% | +15.4% | -29.1% | -20.0% |
| YTD | +28.4% | +36.5% | -8.1% | +8.6% |
| 1Y | +21.8% | +39.0% | -17.2% | +1.9% |
| 3Y | -35.7% | +74.3% | -110.0% | -52.6% |
| All | -35.7% | +72.4% | -108.1% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling