+38.6%
MA vs OKE
+70.9%
-32.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +0.8% | +6.1% | -5.3% | -0.3% |
| 3M | +14.8% | +10.4% | +4.3% | +12.6% |
| 6M | +10.0% | +14.2% | -4.2% | +6.8% |
| YTD | -0.1% | +35.3% | -35.4% | -7.1% |
| 1Y | -2.2% | +40.6% | -42.8% | -10.1% |
| All | +38.6% | +70.9% | -32.3% | +23.8% |
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