+227.5%
LOW vs OKE
+266.1%
-38.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -3.7% | +1.2% | -5.0% | -4.1% |
| 30D | -8.9% | +4.5% | -13.4% | -10.1% |
| 3M | -10.4% | +9.6% | -20.0% | -13.1% |
| 6M | -19.4% | +15.4% | -34.8% | -23.5% |
| YTD | -17.1% | +36.5% | -53.6% | -25.4% |
| 1Y | -26.3% | +39.0% | -65.2% | -34.1% |
| 3Y | -9.9% | +74.3% | -84.2% | -26.3% |
| 5Y | +6.1% | +141.2% | -135.1% | -22.6% |
| All | +227.5% | +266.1% | -38.6% | +101.5% |
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