+43.7%
F vs OKE
+140.8%
-97.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.2% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -2.9% | +6.1% | -9.0% | -5.4% |
| 3M | -9.1% | +10.4% | -19.5% | -13.5% |
| 6M | +12.9% | +14.2% | -1.2% | +4.0% |
| YTD | +6.1% | +35.3% | -29.3% | -11.8% |
| 1Y | +22.5% | +40.6% | -18.1% | -0.8% |
| 3Y | +32.1% | +72.2% | -40.2% | -12.9% |
| 5Y | +43.7% | +139.6% | -95.9% | -29.9% |
| All | +43.7% | +140.8% | -97.0% | -29.9% |
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