+7.0%
NET vs OKE
+40.8%
-33.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.7% | -5.6% | -8.5% |
| 7D | -21.2% | -9.0% | -12.2% | -22.0% |
| 30D | -31.1% | -2.3% | -28.9% | -31.0% |
| 3M | -16.5% | 0.0% | -16.5% | -16.1% |
| 6M | 0.0% | -2.0% | +2.0% | -0.1% |
| YTD | +24.0% | +23.2% | +0.8% | +35.6% |
| 1Y | +7.0% | +36.6% | -29.6% | +15.2% |
| All | +7.0% | +40.8% | -33.8% | +15.2% |
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 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