+17.8%
ON vs OKE
+14.3%
+3.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -13.5% | +4.6% | -18.1% | -11.0% |
| 3M | -36.3% | +6.9% | -43.3% | -32.8% |
| 6M | +17.8% | +15.8% | +2.0% | +29.1% |
| All | +17.8% | +14.3% | +3.5% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling