+13,824.1%
MA vs OKE
+1,842.4%
+11,981.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +1.5% | +9.4% | -7.9% | -1.5% |
| 3M | +20.4% | +8.6% | +11.9% | +16.8% |
| 6M | +11.1% | +15.3% | -4.2% | +5.1% |
| YTD | +2.0% | +34.8% | -32.8% | -9.0% |
| 1Y | -2.2% | +35.3% | -37.4% | -12.9% |
| 3Y | +41.9% | +69.5% | -27.6% | +14.7% |
| 5Y | +75.4% | +135.2% | -59.8% | +25.0% |
| 10Y | +527.5% | +261.7% | +265.8% | +234.7% |
| All | +13,824.1% | +1,842.4% | +11,981.8% | +3,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling