+1,549.9%
LLY vs OKE
+266.1%
+1,283.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -2.9% | +1.2% | -4.2% | -3.1% |
| 30D | -8.4% | +4.5% | -12.9% | -9.0% |
| 3M | -3.8% | +9.6% | -13.4% | -5.0% |
| 6M | +11.9% | +15.4% | -3.4% | +9.6% |
| YTD | +4.3% | +36.5% | -32.1% | -0.2% |
| 1Y | +48.5% | +39.0% | +9.5% | +41.6% |
| 3Y | +91.2% | +74.3% | +16.9% | +76.9% |
| 5Y | +387.5% | +141.2% | +246.3% | +330.6% |
| All | +1,549.9% | +266.1% | +1,283.8% | +1,356.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling