+2,503.5%
IBM vs OKE
+16,094.5%
-13,591.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.7% |
| 7D | +3.6% | +1.2% | +2.3% | +3.2% |
| 30D | +3.1% | +4.5% | -1.4% | +1.9% |
| 3M | -10.8% | +9.6% | -20.5% | -13.0% |
| 6M | -0.8% | +15.4% | -16.2% | -4.8% |
| 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% | +53.5% |
| 5Y | +124.9% | +141.2% | -16.3% | +74.8% |
| 10Y | +147.9% | +262.1% | -114.2% | +58.6% |
| All | +2,503.5% | +16,094.5% | -13,591.0% | +571.2% |
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 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