+1,593.8%
META vs OKE
+444.6%
+1,149.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | +3.3% | -5.0% | +8.2% | +4.5% |
| 30D | -10.8% | -1.6% | -9.1% | -10.5% |
| 3M | +7.9% | -2.2% | +10.1% | +8.1% |
| 6M | +5.4% | +5.0% | +0.4% | +3.3% |
| YTD | -2.6% | +24.8% | -27.4% | -9.2% |
| 1Y | +1.9% | +35.1% | -33.2% | -7.0% |
| 3Y | +97.0% | +57.5% | +39.5% | +71.8% |
| 5Y | +97.6% | +81.5% | +16.1% | +65.7% |
| 10Y | +436.0% | +225.3% | +210.7% | +258.6% |
| All | +1,593.8% | +444.6% | +1,149.1% | +765.1% |
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 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