+13,449.8%
GOOG vs OKE
+2,727.4%
+10,722.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -2.0% | +4.5% | -6.4% | -3.1% |
| 3M | -5.9% | +9.6% | -15.5% | -8.5% |
| 6M | +8.9% | +15.4% | -6.5% | +3.9% |
| YTD | +7.1% | +36.5% | -29.4% | -2.6% |
| 1Y | +39.7% | +39.0% | +0.7% | +26.1% |
| 3Y | +145.8% | +74.3% | +71.5% | +105.1% |
| 5Y | +138.6% | +141.2% | -2.6% | +80.3% |
| 10Y | +791.5% | +262.1% | +529.4% | +431.7% |
| All | +13,449.8% | +2,727.4% | +10,722.4% | +2,359.0% |
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