+45.3%
MO vs OKE
+43.1%
+2.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +2.4% |
| 7D | +6.9% | -5.2% | +12.1% | +8.4% |
| 30D | +14.9% | +1.1% | +13.8% | +14.4% |
| 3M | +16.4% | +2.2% | +14.2% | +15.2% |
| 6M | +9.6% | 0.0% | +9.5% | +9.0% |
| YTD | +41.8% | +26.5% | +15.3% | +32.5% |
| 1Y | +45.3% | +44.6% | +0.7% | +31.5% |
| All | +45.3% | +43.1% | +2.2% | +31.5% |
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