+44.6%
OKE vs SRE
-7.5%
+52.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.8% | -2.7% |
| 7D | -5.2% | -2.1% | -3.1% | -4.5% |
| 30D | +1.1% | +6.1% | -4.9% | -0.6% |
| 3M | +2.2% | -3.5% | +5.7% | +3.5% |
| 6M | 0.0% | -10.8% | +10.8% | +3.8% |
| YTD | +26.5% | -4.0% | +30.5% | +29.0% |
| 1Y | +44.6% | -7.7% | +52.3% | +48.4% |
| All | +44.6% | -7.5% | +52.1% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling