+1,610.6%
OKE vs QID
-100.0%
+1,710.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | +0.8% |
| 7D | 0.0% | +2.7% | -2.8% | +1.0% |
| 30D | +4.6% | +3.3% | +1.3% | +5.9% |
| 3M | +6.9% | -5.5% | +12.5% | +4.8% |
| 6M | +15.8% | -28.4% | +44.2% | +1.8% |
| YTD | +35.2% | -26.6% | +61.7% | +20.1% |
| 1Y | +37.6% | -34.1% | +71.7% | +17.5% |
| 3Y | +72.0% | -73.7% | +145.7% | +9.6% |
| 5Y | +139.0% | -80.7% | +219.6% | +53.3% |
| 10Y | +258.7% | -99.1% | +357.9% | -21.5% |
| All | +1,610.6% | -100.0% | +1,710.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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