+92.7%
LLY vs OKE
+70.9%
+21.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -8.6% | +6.1% | -14.7% | -9.7% |
| 3M | -1.6% | +10.4% | -12.1% | -3.6% |
| 6M | +11.8% | +14.2% | -2.3% | +8.5% |
| YTD | +5.1% | +35.3% | -30.2% | -2.0% |
| 1Y | +50.7% | +40.6% | +10.1% | +39.0% |
| All | +92.7% | +70.9% | +21.7% | +64.3% |
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