+5,285.6%
O vs OKE
+10,977.7%
-5,692.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -2.4% | +6.1% | -8.5% | -4.2% |
| 3M | -0.6% | +10.4% | -11.0% | -3.7% |
| 6M | -5.0% | +14.2% | -19.1% | -9.3% |
| YTD | +10.4% | +35.3% | -24.9% | -0.2% |
| 1Y | +6.6% | +40.6% | -34.1% | -4.9% |
| 3Y | +28.4% | +72.2% | -43.8% | +5.3% |
| 5Y | +15.3% | +139.6% | -124.3% | -16.5% |
| 10Y | +55.3% | +259.1% | -203.8% | -12.8% |
| All | +5,285.6% | +10,977.7% | -5,692.1% | +1,057.1% |
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 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