+51.2%
JNJ vs OKE
+43.1%
+8.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.6% | +7.4% | +4.0% |
| 7D | +1.9% | -5.2% | +7.2% | +2.3% |
| 30D | +9.2% | +1.1% | +8.1% | +9.0% |
| 3M | +8.9% | +2.2% | +6.7% | +8.5% |
| 6M | +24.6% | 0.0% | +24.5% | +23.9% |
| YTD | +35.7% | +26.5% | +9.1% | +35.8% |
| 1Y | +51.2% | +44.6% | +6.6% | +55.9% |
| All | +51.2% | +43.1% | +8.1% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling