+163.4%
JPM vs OKE
+72.4%
+91.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | -2.5% | +4.5% | -6.9% | -3.7% |
| 3M | +14.1% | +9.6% | +4.5% | +10.8% |
| 6M | +25.1% | +15.4% | +9.7% | +18.3% |
| YTD | +12.1% | +36.5% | -24.3% | -1.3% |
| 1Y | +18.8% | +39.0% | -20.2% | +3.5% |
| 3Y | +163.4% | +74.3% | +89.1% | +107.5% |
| All | +163.4% | +72.4% | +91.0% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling