+242.9%
OKE vs PLUG
-25.0%
+267.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.5% | +11.5% | +1.9% |
| 7D | +5.4% | -23.4% | +28.8% | +7.5% |
| 30D | -1.3% | -23.4% | +22.1% | +0.6% |
| 3M | -2.0% | -51.7% | +49.7% | +3.5% |
| 6M | +3.4% | -72.0% | +75.4% | +13.7% |
| YTD | +28.2% | -43.7% | +71.8% | +30.5% |
| 1Y | +35.7% | -55.4% | +91.1% | +40.6% |
| 3Y | +61.0% | -68.0% | +129.0% | +53.6% |
| 5Y | +85.8% | -97.4% | +183.2% | +124.2% |
| All | +242.9% | -25.0% | +267.9% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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