-42.8%
INTU vs OKE
+136.3%
-179.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -9.2% | 0.0% | -9.1% | -9.2% |
| 30D | -7.0% | +4.6% | -11.6% | -8.6% |
| 3M | +10.5% | +6.9% | +3.6% | +7.6% |
| 6M | -30.6% | +15.8% | -46.3% | -34.8% |
| YTD | -52.3% | +35.2% | -87.5% | -58.1% |
| 1Y | -51.8% | +37.6% | -89.4% | -58.0% |
| 3Y | -41.8% | +72.0% | -113.9% | -56.0% |
| 5Y | -42.8% | +139.0% | -181.8% | -62.2% |
| All | -42.8% | +136.3% | -179.1% | -62.2% |
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 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