-3.9%
MCD vs OKE
+43.1%
-47.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.6% | +10.2% | +6.5% |
| 7D | +11.9% | -5.2% | +17.1% | +11.8% |
| 30D | +20.2% | +1.1% | +19.1% | +19.9% |
| 3M | +5.2% | +2.2% | +3.0% | +4.9% |
| 6M | 0.0% | 0.0% | 0.0% | -0.2% |
| YTD | -6.5% | +26.5% | -33.0% | -9.1% |
| 1Y | -3.9% | +44.6% | -48.5% | -12.2% |
| All | -3.9% | +43.1% | -47.1% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling