+11,026.4%
JPM vs OKE
+15,943.7%
-4,917.3%
-74.0%
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 | -2.3% | 0.0% | -2.3% | -2.4% |
| 30D | -2.3% | +4.6% | -6.9% | -4.1% |
| 3M | +14.9% | +6.9% | +7.9% | +11.4% |
| 6M | +23.6% | +15.8% | +7.9% | +15.4% |
| YTD | +11.3% | +35.2% | -23.9% | -2.7% |
| 1Y | +19.9% | +37.6% | -17.7% | +3.8% |
| 3Y | +162.6% | +72.0% | +90.6% | +105.5% |
| 5Y | +154.6% | +139.0% | +15.7% | +72.0% |
| 10Y | +589.9% | +258.7% | +331.2% | +246.6% |
| All | +11,026.4% | +15,943.7% | -4,917.3% | +1,214.8% |
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