+49.1%
MSFT vs OKE
+70.8%
-21.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | 0.0% | -3.4% | -3.5% |
| 30D | -2.1% | +4.6% | -6.7% | -2.4% |
| 3M | +24.2% | +6.9% | +17.2% | +23.4% |
| 6M | +21.9% | +15.8% | +6.1% | +19.6% |
| YTD | +2.5% | +35.2% | -32.7% | -1.8% |
| 1Y | -0.8% | +37.6% | -38.4% | -5.3% |
| All | +49.1% | +70.8% | -21.6% | +42.0% |
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 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