+244.8%
NEE vs OKE
+266.1%
-21.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -1.3% | +1.2% | -2.6% | -1.6% |
| 30D | -3.3% | +4.5% | -7.8% | -4.1% |
| 3M | -2.3% | +9.6% | -11.9% | -4.0% |
| 6M | -8.9% | +15.4% | -24.2% | -11.5% |
| YTD | +4.8% | +36.5% | -31.7% | -1.5% |
| 1Y | +18.7% | +39.0% | -20.2% | +11.1% |
| 3Y | +33.2% | +74.3% | -41.1% | +19.1% |
| 5Y | +10.9% | +141.2% | -130.3% | -6.4% |
| All | +244.8% | +266.1% | -21.2% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling