-9.3%
MCD vs OKE
+36.3%
-45.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -1.6% | +5.4% | -7.0% | -1.6% |
| 30D | +14.1% | -1.3% | +15.5% | +14.0% |
| 3M | +0.6% | -2.0% | +2.6% | +0.5% |
| 6M | 0.0% | +3.4% | -3.4% | -0.2% |
| YTD | -9.3% | +28.2% | -37.4% | -11.4% |
| 1Y | -9.3% | +35.7% | -45.0% | -13.2% |
| All | -9.3% | +36.3% | -45.6% | -13.2% |
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