+16.0%
O vs OKE
+138.0%
-122.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.3% |
| 7D | -2.9% | +1.2% | -4.1% | -3.1% |
| 30D | -4.5% | +4.5% | -9.0% | -5.5% |
| 3M | -2.6% | +9.6% | -12.3% | -4.7% |
| 6M | -5.6% | +15.4% | -21.0% | -9.0% |
| YTD | +9.3% | +36.5% | -27.2% | +1.2% |
| 1Y | +4.3% | +39.0% | -34.7% | -3.9% |
| 3Y | +27.4% | +74.3% | -46.9% | +7.2% |
| All | +16.0% | +138.0% | -122.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling