+1,527.5%
META vs OKE
+488.3%
+1,039.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +4.8% | +9.4% | -4.6% | +2.5% |
| 3M | -1.6% | +8.6% | -10.2% | -3.9% |
| 6M | -7.5% | +15.3% | -22.8% | -11.5% |
| YTD | -6.4% | +34.8% | -41.2% | -14.1% |
| 1Y | -17.3% | +35.3% | -52.6% | -24.3% |
| 3Y | +109.9% | +69.5% | +40.5% | +80.2% |
| 5Y | +65.4% | +135.2% | -69.8% | +31.0% |
| 10Y | +391.8% | +261.7% | +130.1% | +221.1% |
| All | +1,527.5% | +488.3% | +1,039.1% | +718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling