+615.0%
F vs OKE
+15,895.1%
-15,280.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +4.6% | +9.4% | -4.8% | +1.2% |
| 3M | -3.7% | +8.6% | -12.2% | -6.9% |
| 6M | +16.8% | +15.3% | +1.5% | +9.3% |
| YTD | +15.3% | +34.8% | -19.5% | +1.4% |
| 1Y | +31.0% | +35.3% | -4.3% | +14.6% |
| 3Y | +45.4% | +69.5% | -24.0% | +15.6% |
| 5Y | +54.7% | +135.2% | -80.5% | +9.5% |
| 10Y | +98.2% | +261.7% | -163.5% | +7.2% |
| All | +615.0% | +15,895.1% | -15,280.1% | +26.5% |
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 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