+155.8%
EXC vs OKE
+266.1%
-110.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | -3.6% | +4.5% | -8.1% | -4.6% |
| 3M | -4.3% | +9.6% | -13.9% | -6.4% |
| 6M | -9.9% | +15.4% | -25.3% | -13.2% |
| YTD | +1.8% | +36.5% | -34.7% | -5.9% |
| 1Y | +2.9% | +39.0% | -36.1% | -5.5% |
| 3Y | +19.1% | +74.3% | -55.2% | +1.9% |
| 5Y | +44.8% | +141.2% | -96.4% | +13.4% |
| All | +155.8% | +266.1% | -110.2% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling