+224.4%
MRK vs OKE
+266.1%
-41.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | -4.3% | +1.2% | -5.5% | -4.4% |
| 30D | +8.3% | +4.5% | +3.8% | +7.6% |
| 3M | +20.0% | +9.6% | +10.4% | +18.4% |
| 6M | +25.7% | +15.4% | +10.3% | +22.9% |
| YTD | +38.7% | +36.5% | +2.3% | +32.4% |
| 1Y | +74.7% | +39.0% | +35.7% | +66.2% |
| 3Y | +45.4% | +74.3% | -28.9% | +32.9% |
| 5Y | +129.0% | +141.2% | -12.2% | +98.2% |
| All | +224.4% | +266.1% | -41.7% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling