+273.7%
IR vs OKE
+232.6%
+41.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.6% |
| 7D | -4.5% | +1.2% | -5.7% | -5.0% |
| 30D | -13.9% | +4.5% | -18.4% | -15.5% |
| 3M | -0.3% | +9.6% | -10.0% | -4.4% |
| 6M | -14.3% | +15.4% | -29.7% | -20.3% |
| YTD | -7.9% | +36.5% | -44.3% | -20.4% |
| 1Y | -9.9% | +39.0% | -48.9% | -22.9% |
| 3Y | +6.5% | +74.3% | -67.8% | -17.9% |
| 5Y | +34.0% | +141.2% | -107.2% | -10.6% |
| All | +273.7% | +232.6% | +41.1% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling