+418.8%
META vs OKE
+248.9%
+169.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +6.9% |
| 7D | +10.3% | -0.2% | +10.5% | +10.3% |
| 30D | +9.9% | +6.1% | +3.8% | +8.4% |
| 3M | +11.9% | +10.4% | +1.5% | +9.0% |
| 6M | +1.2% | +14.2% | -13.0% | -2.9% |
| YTD | -0.8% | +35.3% | -36.1% | -8.8% |
| 1Y | -14.3% | +40.6% | -55.0% | -22.1% |
| 3Y | +121.4% | +72.2% | +49.2% | +90.4% |
| 5Y | +74.5% | +139.6% | -65.2% | +39.3% |
| 10Y | +418.8% | +259.1% | +159.7% | +259.9% |
| All | +418.8% | +248.9% | +169.9% | +259.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling