+14,594.8%
OKE vs STZ
+9,075.1%
+5,519.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.8% | +3.5% |
| 7D | +1.9% | -7.4% | +9.3% | +3.7% |
| 30D | +12.8% | -10.9% | +23.7% | +15.8% |
| 3M | +11.9% | -13.4% | +25.4% | +15.5% |
| 6M | +14.9% | -16.2% | +31.1% | +19.1% |
| YTD | +37.7% | -10.4% | +48.2% | +40.0% |
| 1Y | +44.1% | -14.8% | +58.8% | +47.9% |
| 3Y | +75.3% | -50.1% | +125.4% | +102.3% |
| 5Y | +144.0% | -38.8% | +182.8% | +167.3% |
| 10Y | +249.7% | -14.1% | +263.8% | +257.8% |
| All | +14,594.8% | +9,075.1% | +5,519.7% | +6,875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling