+322.4%
NET vs OKE
+53.1%
+269.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.1% | -1.5% |
| 7D | -16.4% | -5.2% | -11.1% | -15.0% |
| 30D | -25.8% | +1.1% | -27.0% | -26.1% |
| 3M | -11.5% | +2.2% | -13.7% | -12.4% |
| 6M | +18.9% | 0.0% | +18.9% | +17.9% |
| YTD | +35.2% | +26.5% | +8.7% | +20.2% |
| 1Y | +14.5% | +44.6% | -30.2% | -5.4% |
| All | +322.4% | +53.1% | +269.3% | +275.9% |
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