+683.6%
IYR vs OKE
+5,129.5%
-4,445.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -2.5% | +4.6% | -7.1% | -4.1% |
| 3M | -3.0% | +6.9% | -9.9% | -5.4% |
| 6M | +1.6% | +15.8% | -14.1% | -4.0% |
| YTD | +7.3% | +35.2% | -27.9% | -4.1% |
| 1Y | +5.6% | +37.6% | -32.0% | -6.4% |
| 3Y | +28.1% | +72.0% | -43.9% | +3.5% |
| 5Y | +6.1% | +139.0% | -132.9% | -24.6% |
| 10Y | +67.7% | +258.7% | -191.1% | -12.3% |
| All | +683.6% | +5,129.5% | -4,445.9% | +41.8% |
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