+773.9%
MS vs OKE
+262.7%
+511.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | 0.0% | -2.0% | -2.1% |
| 30D | -1.1% | +4.6% | -5.7% | -3.0% |
| 3M | +3.5% | +6.9% | -3.5% | +0.1% |
| 6M | +33.7% | +15.8% | +18.0% | +24.2% |
| YTD | +21.8% | +35.2% | -13.4% | +5.4% |
| 1Y | +41.1% | +37.6% | +3.5% | +21.0% |
| 3Y | +174.5% | +72.0% | +102.5% | +113.7% |
| 5Y | +140.7% | +139.0% | +1.7% | +62.4% |
| All | +773.9% | +262.7% | +511.3% | +381.0% |
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