+4,808.0%
GLW vs OKE
+15,943.7%
-11,135.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +11.7% | 0.0% | +11.8% | +11.8% |
| 30D | +2.7% | +4.6% | -1.9% | +1.2% |
| 3M | -2.8% | +6.9% | -9.8% | -5.4% |
| 6M | +20.2% | +15.8% | +4.4% | +13.2% |
| YTD | +87.3% | +35.2% | +52.1% | +66.9% |
| 1Y | +119.6% | +37.6% | +82.0% | +94.0% |
| 3Y | +453.7% | +72.0% | +381.6% | +350.8% |
| 5Y | +376.1% | +139.0% | +237.1% | +244.9% |
| 10Y | +837.2% | +258.7% | +578.5% | +424.0% |
| All | +4,808.0% | +15,943.7% | -11,135.7% | +820.5% |
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