+6,288.2%
MS vs OKE
+10,390.3%
-4,102.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | -0.3% | +9.4% | -9.6% | -5.1% |
| 3M | +0.3% | +8.6% | -8.3% | -4.9% |
| 6M | +31.3% | +15.3% | +16.0% | +19.1% |
| YTD | +24.7% | +34.8% | -10.1% | +3.1% |
| 1Y | +47.9% | +35.3% | +12.6% | +21.6% |
| 3Y | +178.3% | +69.5% | +108.9% | +99.4% |
| 5Y | +144.9% | +135.2% | +9.7% | +43.3% |
| 10Y | +804.5% | +261.7% | +542.8% | +224.2% |
| All | +6,288.2% | +10,390.3% | -4,102.1% | +292.3% |
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