+9.0%
MSFT vs OKE
+43.1%
-34.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.6% | +10.3% | +5.9% |
| 7D | +4.7% | -5.2% | +9.9% | +3.7% |
| 30D | +5.8% | +1.1% | +4.7% | +6.2% |
| 3M | +13.0% | +2.2% | +10.8% | +13.8% |
| 6M | +34.9% | 0.0% | +34.9% | +35.8% |
| YTD | +15.7% | +26.5% | -10.9% | +20.4% |
| 1Y | +9.0% | +44.6% | -35.7% | +18.3% |
| All | +9.0% | +43.1% | -34.2% | +18.3% |
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 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