-2.6%
MCD vs OKE
+70.9%
-73.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -6.7% | +6.1% | -12.8% | -7.2% |
| 3M | -9.6% | +10.4% | -20.0% | -10.3% |
| 6M | -22.3% | +14.2% | -36.5% | -23.2% |
| YTD | -15.4% | +35.3% | -50.8% | -17.9% |
| 1Y | -16.8% | +40.6% | -57.4% | -19.6% |
| All | -2.6% | +70.9% | -73.5% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling