+8,399.1%
JNJ vs OKE
+15,943.7%
-7,544.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +3.0% | +4.6% | -1.6% | +2.3% |
| 3M | +12.2% | +6.9% | +5.3% | +11.0% |
| 6M | +10.5% | +15.8% | -5.3% | +7.7% |
| YTD | +30.8% | +35.2% | -4.4% | +24.2% |
| 1Y | +54.9% | +37.6% | +17.3% | +46.6% |
| 3Y | +80.7% | +72.0% | +8.6% | +62.9% |
| 5Y | +83.4% | +139.0% | -55.5% | +54.6% |
| 10Y | +195.7% | +258.7% | -63.0% | +113.5% |
| All | +8,399.1% | +15,943.7% | -7,544.6% | +2,538.8% |
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