+179.1%
MS vs OKE
+75.5%
+103.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.4% |
| 7D | +2.5% | +1.9% | +0.6% | +1.8% |
| 30D | 0.0% | +12.8% | -12.9% | -4.0% |
| 3M | +2.4% | +11.9% | -9.5% | -1.9% |
| 6M | +36.4% | +14.9% | +21.5% | +27.8% |
| YTD | +23.8% | +37.7% | -13.9% | +5.6% |
| 1Y | +48.6% | +44.1% | +4.6% | +23.3% |
| 3Y | +179.1% | +75.3% | +103.9% | +108.6% |
| All | +179.1% | +75.5% | +103.7% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling