+63.9%
META vs OKE
+142.5%
-78.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.5% |
| 30D | +3.6% | +12.8% | -9.2% | 0.0% |
| 3M | +4.9% | +11.9% | -7.0% | +1.0% |
| 6M | -4.7% | +14.9% | -19.6% | -10.0% |
| YTD | -6.9% | +37.7% | -44.6% | -18.3% |
| 1Y | -18.2% | +44.1% | -62.2% | -29.7% |
| 3Y | +107.8% | +75.3% | +32.5% | +58.8% |
| 5Y | +63.9% | +144.0% | -80.1% | +12.4% |
| All | +63.9% | +142.5% | -78.5% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling