+2,244.9%
ICE vs OKE
+2,185.8%
+59.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +4.0% | +6.1% | -2.1% | +1.8% |
| 3M | +11.0% | +10.4% | +0.5% | +6.9% |
| 6M | -5.0% | +14.2% | -19.1% | -9.8% |
| YTD | -2.7% | +35.3% | -38.0% | -13.3% |
| 1Y | -8.6% | +40.6% | -49.2% | -19.8% |
| 3Y | +41.4% | +72.2% | -30.9% | +13.0% |
| 5Y | +39.9% | +139.6% | -99.8% | -2.5% |
| 10Y | +214.9% | +259.1% | -44.2% | +52.7% |
| All | +2,244.9% | +2,185.8% | +59.2% | +226.2% |
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