+59.8%
ON vs OKE
+138.0%
-78.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.1% |
| 7D | +2.4% | +1.2% | +1.1% | +1.7% |
| 30D | -8.6% | +4.5% | -13.1% | -10.6% |
| 3M | -34.3% | +9.6% | -43.9% | -38.0% |
| 6M | +28.5% | +15.4% | +13.2% | +15.8% |
| YTD | +40.6% | +36.5% | +4.1% | +13.3% |
| 1Y | +55.3% | +39.0% | +16.4% | +23.4% |
| 3Y | -22.2% | +74.3% | -96.5% | -50.0% |
| All | +59.8% | +138.0% | -78.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 5y: compounded portfolio wealth divided by compounded OKE 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…
5y analysis · Full analysis span regression · 6 months rolling