+40.6%
GLW vs OKE
+43.1%
-2.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -7.0% |
| 7D | -9.5% | -5.2% | -4.2% | -11.0% |
| 30D | -25.5% | +1.1% | -26.6% | -25.0% |
| 3M | -25.6% | +2.2% | -27.8% | -24.4% |
| 6M | -25.5% | 0.0% | -25.5% | -24.9% |
| YTD | +36.4% | +26.5% | +9.8% | +43.8% |
| 1Y | +40.6% | +44.6% | -4.0% | +47.3% |
| All | +40.6% | +43.1% | -2.5% | +47.3% |
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