+166.2%
EOG vs OKE
+138.0%
+28.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.8% |
| 7D | +1.5% | +1.2% | +0.2% | +0.4% |
| 30D | +2.9% | +4.5% | -1.5% | -0.8% |
| 3M | +8.7% | +9.6% | -0.9% | +0.9% |
| 6M | +12.9% | +15.4% | -2.5% | +0.3% |
| YTD | +43.8% | +36.5% | +7.4% | +11.2% |
| 1Y | +27.1% | +39.0% | -11.9% | -3.5% |
| 3Y | +25.9% | +74.3% | -48.4% | -26.9% |
| All | +166.2% | +138.0% | +28.2% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling