+114.4%
JCI vs OKE
+138.0%
-23.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | -4.4% | +4.5% | -8.9% | -6.0% |
| 3M | +1.7% | +9.6% | -7.9% | -2.0% |
| 6M | +8.8% | +15.4% | -6.6% | +1.9% |
| YTD | +22.6% | +36.5% | -13.8% | +6.6% |
| 1Y | +36.2% | +39.0% | -2.8% | +17.0% |
| 3Y | +168.0% | +74.3% | +93.7% | +106.7% |
| All | +114.4% | +138.0% | -23.6% | +40.7% |
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