+44.6%
OKE vs STZ
+14.7%
+29.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.3% | -9.0% | -3.9% |
| 7D | -5.2% | +13.0% | -18.2% | -6.0% |
| 30D | +1.1% | +29.4% | -28.3% | -0.5% |
| 3M | +2.2% | +11.6% | -9.4% | +1.3% |
| 6M | 0.0% | -0.2% | +0.3% | -0.2% |
| YTD | +26.5% | +8.6% | +18.0% | +23.9% |
| 1Y | +44.6% | +15.9% | +28.7% | +41.0% |
| All | +44.6% | +14.7% | +29.9% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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