+0.8%
META vs OKE
+43.1%
-42.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.1% | +0.2% |
| 7D | +2.9% | -5.2% | +8.1% | +1.0% |
| 30D | -15.1% | +1.1% | -16.2% | -14.5% |
| 3M | +7.2% | +2.2% | +5.0% | +8.3% |
| 6M | +3.4% | 0.0% | +3.4% | +4.4% |
| YTD | -4.3% | +26.5% | -30.8% | -0.7% |
| 1Y | +0.8% | +44.6% | -43.8% | +5.6% |
| All | +0.8% | +43.1% | -42.4% | +5.6% |
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