-10.2%
DOW vs OKE
+125.5%
-135.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.4% | 0.0% | -2.3% | -2.4% |
| 30D | -4.1% | +4.6% | -8.7% | -6.1% |
| 3M | -12.4% | +6.9% | -19.4% | -15.1% |
| 6M | -10.6% | +15.8% | -26.4% | -16.4% |
| YTD | +31.1% | +35.2% | -4.1% | +14.0% |
| 1Y | +30.5% | +37.6% | -7.1% | +12.6% |
| 3Y | -34.4% | +72.0% | -106.4% | -49.5% |
| 5Y | -35.5% | +139.0% | -174.5% | -57.5% |
| All | -10.2% | +125.5% | -135.7% | -32.1% |
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