+107.8%
META vs OKE
+75.5%
+32.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +6.0% | +1.9% | +4.1% | +5.8% |
| 30D | +3.6% | +12.8% | -9.2% | +2.1% |
| 3M | +4.9% | +11.9% | -7.0% | +3.3% |
| 6M | -4.7% | +14.9% | -19.6% | -7.4% |
| YTD | -6.9% | +37.7% | -44.6% | -14.4% |
| 1Y | -18.2% | +44.1% | -62.2% | -26.0% |
| 3Y | +107.8% | +75.3% | +32.5% | +88.1% |
| All | +107.8% | +75.5% | +32.3% | +88.1% |
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