+137.0%
OKE vs AWK
-17.6%
+154.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.3% |
| 7D | +1.2% | -2.1% | +3.4% | +1.8% |
| 30D | +4.5% | +2.1% | +2.4% | +3.9% |
| 3M | +9.6% | +11.4% | -1.8% | +6.4% |
| 6M | +15.4% | +3.9% | +11.5% | +13.9% |
| YTD | +36.5% | +7.7% | +28.8% | +33.1% |
| 1Y | +39.0% | +1.3% | +37.7% | +37.7% |
| 3Y | +74.3% | +7.2% | +67.1% | +67.0% |
| All | +137.0% | -17.6% | +154.6% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling