+851.8%
GLW vs OKE
+266.1%
+585.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +7.8% | +1.2% | +6.6% | +7.5% |
| 30D | -0.4% | +4.5% | -4.9% | -1.7% |
| 3M | -5.6% | +9.6% | -15.2% | -8.5% |
| 6M | +26.7% | +15.4% | +11.3% | +20.1% |
| YTD | +91.0% | +36.5% | +54.6% | +71.1% |
| 1Y | +122.4% | +39.0% | +83.4% | +97.6% |
| 3Y | +471.0% | +74.3% | +396.7% | +370.5% |
| 5Y | +385.6% | +141.2% | +244.4% | +261.5% |
| All | +851.8% | +266.1% | +585.8% | +524.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling