-2.5%
IBM vs OKE
+35.9%
-38.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +0.3% | +9.4% | -9.1% | +0.7% |
| 3M | -21.6% | +8.6% | -30.2% | -21.3% |
| 6M | -4.7% | +15.3% | -20.0% | -3.7% |
| YTD | -19.1% | +34.8% | -53.9% | -19.0% |
| 1Y | -2.5% | +35.3% | -37.8% | -5.0% |
| All | -2.5% | +35.9% | -38.4% | -5.0% |
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 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