-6.1%
F vs OKE
+36.3%
-42.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.3% |
| 7D | -3.1% | +5.4% | -8.5% | -1.7% |
| 30D | 0.0% | -1.3% | +1.4% | -0.3% |
| 3M | -13.2% | -2.0% | -11.2% | -13.7% |
| 6M | -10.2% | +3.4% | -13.6% | -8.5% |
| YTD | -4.9% | +28.2% | -33.1% | -2.9% |
| 1Y | -6.1% | +35.7% | -41.7% | -4.6% |
| All | -6.1% | +36.3% | -42.4% | -4.6% |
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