+85.2%
F vs OKE
+262.7%
-177.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -3.7% | 0.0% | -3.6% | -3.7% |
| 30D | -0.7% | +4.6% | -5.3% | -2.5% |
| 3M | -1.9% | +6.9% | -8.8% | -4.9% |
| 6M | +16.1% | +15.8% | +0.3% | +7.8% |
| YTD | +9.5% | +35.2% | -25.7% | -5.1% |
| 1Y | +27.2% | +37.6% | -10.4% | +9.1% |
| 3Y | +36.3% | +72.0% | -35.8% | +4.6% |
| 5Y | +49.3% | +139.0% | -89.7% | +1.0% |
| All | +85.2% | +262.7% | -177.4% | +3.5% |
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