+15,819.0%
MA vs OKE
+1,747.1%
+14,071.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +1.3% | +5.4% | -4.1% | -0.4% |
| 30D | +9.6% | -1.3% | +10.9% | +9.9% |
| 3M | +16.8% | -2.0% | +18.8% | +17.2% |
| 6M | +35.2% | +3.4% | +31.8% | +32.6% |
| YTD | +16.6% | +28.2% | -11.6% | +5.5% |
| 1Y | +19.8% | +35.7% | -15.9% | +6.3% |
| 3Y | +70.7% | +61.0% | +9.7% | +40.2% |
| 5Y | +87.4% | +85.8% | +1.6% | +44.3% |
| 10Y | +570.0% | +242.1% | +328.0% | +264.2% |
| All | +15,819.0% | +1,747.1% | +14,071.9% | +3,502.1% |
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