+1.2%
HYG vs OKE
+40.8%
-39.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | -0.4% |
| 7D | -0.4% | -9.0% | +8.6% | -0.6% |
| 30D | 0.0% | -2.3% | +2.3% | 0.0% |
| 3M | -2.3% | 0.0% | -2.3% | -2.2% |
| 6M | -1.3% | -2.0% | +0.6% | -1.3% |
| YTD | -0.3% | +23.2% | -23.4% | -0.3% |
| 1Y | +1.2% | +36.6% | -35.4% | +1.1% |
| All | +1.2% | +40.8% | -39.6% | +1.1% |
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