+43.0%
EXC vs OKE
+138.0%
-95.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 6M | -9.9% | +15.4% | -25.3% | -13.2% |
| YTD | +1.8% | +36.5% | -34.7% | -6.0% |
| 1Y | +2.9% | +39.0% | -36.1% | -5.6% |
| 3Y | +19.1% | +74.3% | -55.2% | -1.3% |
| All | +43.0% | +138.0% | -95.1% | +10.3% |
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