+1.9%
META vs OKE
+34.1%
-32.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.5% |
| 7D | +3.3% | -5.0% | +8.2% | +1.4% |
| 30D | -10.8% | -1.6% | -9.1% | -11.1% |
| 3M | +7.9% | -2.2% | +10.1% | +7.2% |
| 6M | +5.4% | +5.0% | +0.4% | +8.4% |
| YTD | -2.6% | +24.8% | -27.4% | +0.3% |
| 1Y | +1.9% | +35.1% | -33.2% | +2.6% |
| All | +1.9% | +34.1% | -32.2% | +2.6% |
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