+57.3%
LLY vs OKE
+43.1%
+14.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.7% |
| 7D | +10.1% | -5.2% | +15.3% | +10.2% |
| 30D | +24.0% | +1.1% | +22.9% | +24.1% |
| 3M | +27.3% | +2.2% | +25.1% | +27.0% |
| 6M | +47.0% | 0.0% | +46.9% | +46.3% |
| YTD | +32.6% | +26.5% | +6.1% | +32.9% |
| 1Y | +57.3% | +44.6% | +12.7% | +60.4% |
| All | +57.3% | +43.1% | +14.2% | +60.4% |
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