+971.1%
OKE vs LYB
+624.6%
+346.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.4% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | +4.5% | +2.5% | +2.0% | +3.0% |
| 3M | +9.6% | +1.4% | +8.2% | +8.2% |
| 6M | +15.4% | -3.5% | +18.9% | +14.7% |
| YTD | +36.5% | +52.0% | -15.5% | +4.4% |
| 1Y | +39.0% | +22.1% | +16.9% | +18.3% |
| 3Y | +74.3% | -22.8% | +97.1% | +85.1% |
| 5Y | +141.2% | -3.4% | +144.6% | +121.0% |
| 10Y | +262.1% | +47.4% | +214.7% | +157.9% |
| All | +971.1% | +624.6% | +346.5% | +299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling