+195.8%
ON vs OKE
+5,847.6%
-5,651.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.8% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -11.0% | +6.1% | -17.1% | -13.8% |
| 3M | -39.3% | +10.4% | -49.8% | -43.3% |
| 6M | +19.8% | +14.2% | +5.7% | +8.8% |
| YTD | +31.1% | +35.3% | -4.3% | +8.0% |
| 1Y | +46.0% | +40.6% | +5.4% | +17.5% |
| 3Y | -27.5% | +72.2% | -99.7% | -48.7% |
| 5Y | +56.9% | +139.6% | -82.7% | -7.1% |
| 10Y | +591.8% | +259.1% | +332.7% | +177.8% |
| All | +195.8% | +5,847.6% | -5,651.9% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling