+139.5%
OKE vs LYB
-7.7%
+147.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +1.0% |
| 7D | +1.6% | -1.2% | +2.8% | +2.1% |
| 30D | +2.1% | -0.6% | +2.7% | +2.2% |
| 3M | +8.3% | -1.8% | +10.1% | +8.7% |
| 6M | +16.3% | -11.4% | +27.7% | +20.7% |
| YTD | +37.0% | +49.7% | -12.8% | +11.0% |
| 1Y | +40.0% | +20.8% | +19.2% | +24.4% |
| 3Y | +64.7% | -24.2% | +88.9% | +83.1% |
| 5Y | +139.5% | -5.8% | +145.3% | +128.2% |
| All | +139.5% | -7.7% | +147.2% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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