+1,381.0%
NET vs OKE
+89.6%
+1,291.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.1% | -1.8% |
| 7D | -16.4% | -5.2% | -11.1% | -15.4% |
| 30D | -25.8% | +1.1% | -27.0% | -26.0% |
| 3M | -11.5% | +2.2% | -13.7% | -12.1% |
| 6M | +18.9% | 0.0% | +18.9% | +18.3% |
| YTD | +35.2% | +26.5% | +8.7% | +27.1% |
| 1Y | +14.5% | +44.6% | -30.2% | +4.2% |
| 3Y | +313.8% | +53.8% | +260.1% | +275.6% |
| 5Y | +32.6% | +82.4% | -49.8% | +17.5% |
| All | +1,381.0% | +89.6% | +1,291.4% | +1,539.2% |
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