+284.9%
IR vs OKE
+235.7%
+49.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.5% |
| 7D | +0.6% | +1.9% | -1.3% | -0.1% |
| 30D | -13.6% | +12.8% | -26.4% | -17.8% |
| 3M | +3.7% | +11.9% | -8.3% | -1.5% |
| 6M | -13.1% | +14.9% | -27.9% | -19.0% |
| YTD | -5.1% | +37.7% | -42.8% | -18.3% |
| 1Y | -6.5% | +44.1% | -50.5% | -21.2% |
| 3Y | +8.5% | +75.3% | -66.7% | -16.6% |
| 5Y | +43.3% | +144.0% | -100.7% | -4.9% |
| All | +284.9% | +235.7% | +49.2% | +111.2% |
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