+258.5%
OKE vs AWK
+132.0%
+126.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.4% |
| 7D | +1.2% | -2.1% | +3.4% | +1.9% |
| 30D | +4.5% | +2.1% | +2.4% | +3.8% |
| 3M | +9.6% | +11.4% | -1.8% | +5.9% |
| 6M | +15.4% | +3.9% | +11.5% | +13.6% |
| YTD | +36.5% | +7.7% | +28.8% | +32.6% |
| 1Y | +39.0% | +1.3% | +37.7% | +37.4% |
| 3Y | +74.3% | +7.2% | +67.1% | +66.1% |
| 5Y | +141.2% | -17.0% | +158.2% | +147.7% |
| All | +258.5% | +132.0% | +126.5% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling