+123.2%
GLW vs OKE
+35.9%
+87.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.6% |
| 7D | +3.8% | +0.7% | +3.1% | +4.0% |
| 30D | -1.3% | +9.4% | -10.7% | +1.6% |
| 3M | -21.8% | +8.6% | -30.4% | -19.4% |
| 6M | +6.9% | +15.3% | -8.4% | +10.5% |
| YTD | +77.2% | +34.8% | +42.4% | +84.8% |
| 1Y | +123.2% | +35.3% | +88.0% | +136.3% |
| All | +123.2% | +35.9% | +87.4% | +136.3% |
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