+2,441.5%
MAR vs OKE
+3,922.6%
-1,481.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -5.7% | +4.6% | -10.2% | -7.4% |
| 3M | -14.6% | +6.9% | -21.6% | -17.3% |
| 6M | +1.3% | +15.8% | -14.4% | -5.6% |
| YTD | +6.7% | +35.2% | -28.5% | -7.1% |
| 1Y | +26.4% | +37.6% | -11.1% | +9.1% |
| 3Y | +64.7% | +72.0% | -7.3% | +27.7% |
| 5Y | +153.1% | +139.0% | +14.1% | +69.6% |
| 10Y | +437.9% | +258.7% | +179.1% | +166.7% |
| All | +2,441.5% | +3,922.6% | -1,481.1% | +307.8% |
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 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