+41.7%
ICE vs OKE
+138.0%
-96.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | +4.0% | +4.5% | -0.5% | +2.8% |
| 3M | +13.7% | +9.6% | +4.1% | +10.7% |
| 6M | +0.9% | +15.4% | -14.4% | -3.4% |
| YTD | -2.1% | +36.5% | -38.6% | -11.0% |
| 1Y | -9.5% | +39.0% | -48.5% | -18.3% |
| 3Y | +42.1% | +74.3% | -32.2% | +15.5% |
| All | +41.7% | +138.0% | -96.3% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling