+503.0%
MA vs OKE
+266.1%
+236.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | -1.7% | +1.2% | -3.0% | -2.1% |
| 30D | +1.7% | +4.5% | -2.8% | +0.3% |
| 3M | +17.2% | +9.6% | +7.6% | +13.8% |
| 6M | +13.3% | +15.4% | -2.1% | +7.8% |
| YTD | +0.2% | +36.5% | -36.3% | -9.7% |
| 1Y | -2.7% | +39.0% | -41.7% | -13.0% |
| 3Y | +39.1% | +74.3% | -35.2% | +14.1% |
| 5Y | +68.8% | +141.2% | -72.4% | +24.2% |
| All | +503.0% | +266.1% | +236.9% | +283.0% |
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