+73.9%
MSFT vs OKE
+138.0%
-64.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -0.8% | +1.2% | -2.1% | -1.1% |
| 30D | +0.8% | +4.5% | -3.6% | -0.1% |
| 3M | +27.2% | +9.6% | +17.6% | +24.4% |
| 6M | +22.9% | +15.4% | +7.5% | +18.1% |
| YTD | +3.1% | +36.5% | -33.3% | -5.5% |
| 1Y | -0.3% | +39.0% | -39.2% | -9.2% |
| 3Y | +50.1% | +74.3% | -24.2% | +22.7% |
| All | +73.9% | +138.0% | -64.1% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling