+27.2%
F vs OKE
+40.5%
-13.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -3.7% | 0.0% | -3.6% | -3.6% |
| 30D | -0.7% | +4.6% | -5.3% | +0.6% |
| 3M | -1.9% | +6.9% | -8.8% | +0.1% |
| 6M | +16.1% | +15.8% | +0.3% | +20.7% |
| YTD | +9.5% | +35.2% | -25.7% | +12.6% |
| 1Y | +27.2% | +37.6% | -10.4% | +32.5% |
| All | +27.2% | +40.5% | -13.3% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling