+143.8%
IBM vs OKE
+266.1%
-122.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.7% |
| 7D | +3.6% | +1.2% | +2.3% | +3.3% |
| 30D | +3.1% | +4.5% | -1.4% | +1.9% |
| 3M | -10.8% | +9.6% | -20.5% | -12.9% |
| 6M | -0.8% | +15.4% | -16.2% | -4.7% |
| YTD | -16.2% | +36.5% | -52.7% | -23.1% |
| 1Y | -2.9% | +39.0% | -41.8% | -11.4% |
| 3Y | +79.8% | +74.3% | +5.6% | +53.4% |
| 5Y | +124.9% | +141.2% | -16.3% | +74.8% |
| All | +143.8% | +266.1% | -122.3% | +72.2% |
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