+42.1%
ICE vs OKE
+72.4%
-30.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -2.4% | +1.2% | -3.6% | -2.6% |
| 30D | +4.0% | +4.5% | -0.5% | +3.1% |
| 3M | +13.7% | +9.6% | +4.1% | +11.6% |
| 6M | +0.9% | +15.4% | -14.4% | -2.1% |
| YTD | -2.1% | +36.5% | -38.6% | -8.8% |
| 1Y | -9.5% | +39.0% | -48.5% | -16.1% |
| 3Y | +42.1% | +74.3% | -32.2% | +19.9% |
| All | +42.1% | +72.4% | -30.3% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling