+3,033.3%
EQT vs OKE
+15,943.7%
-12,910.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | +1.1% | +4.6% | -3.5% | -0.9% |
| 3M | +4.8% | +6.9% | -2.2% | +1.6% |
| 6M | -10.6% | +15.8% | -26.3% | -16.3% |
| YTD | +3.4% | +35.2% | -31.8% | -9.6% |
| 1Y | +8.7% | +37.6% | -28.9% | -5.8% |
| 3Y | +35.0% | +72.0% | -37.1% | +6.8% |
| 5Y | +204.2% | +139.0% | +65.3% | +115.4% |
| 10Y | +52.5% | +258.7% | -206.2% | -23.5% |
| All | +3,033.3% | +15,943.7% | -12,910.3% | +443.8% |
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 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