+131,319.0%
MSFT vs OKE
+15,960.4%
+115,358.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -2.7% | +6.1% | -8.7% | -4.2% |
| 3M | +22.1% | +10.4% | +11.7% | +18.6% |
| 6M | +20.6% | +14.2% | +6.4% | +15.5% |
| YTD | +2.3% | +35.3% | -33.0% | -6.5% |
| 1Y | -0.5% | +40.6% | -41.2% | -10.3% |
| 3Y | +50.5% | +72.2% | -21.7% | +26.6% |
| 5Y | +72.3% | +139.6% | -67.3% | +31.2% |
| 10Y | +885.0% | +259.1% | +625.9% | +491.3% |
| All | +131,319.0% | +15,960.4% | +115,358.5% | +24,882.2% |
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