+489.5%
F vs OKE
+15,110.7%
-14,621.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -3.1% | +5.4% | -8.5% | -4.9% |
| 30D | 0.0% | -1.3% | +1.4% | +0.3% |
| 3M | -13.2% | -2.0% | -11.2% | -12.9% |
| 6M | -10.2% | +3.4% | -13.6% | -12.4% |
| YTD | -4.9% | +28.2% | -33.1% | -15.2% |
| 1Y | -6.1% | +35.7% | -41.7% | -18.1% |
| 3Y | +46.0% | +61.0% | -15.0% | +17.8% |
| 5Y | -15.7% | +85.8% | -101.5% | -35.4% |
| 10Y | +64.3% | +242.1% | -177.8% | -9.5% |
| All | +489.5% | +15,110.7% | -14,621.2% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling