-28.0%
ORCL vs OKE
+35.9%
-63.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.0% |
| 7D | +5.3% | +0.7% | +4.5% | +5.5% |
| 30D | +10.0% | +9.4% | +0.6% | +12.9% |
| 3M | -32.6% | +8.6% | -41.1% | -30.8% |
| 6M | +4.9% | +15.3% | -10.4% | +6.5% |
| YTD | -17.8% | +34.8% | -52.5% | -17.2% |
| 1Y | -28.0% | +35.3% | -63.3% | -20.7% |
| All | -28.0% | +35.9% | -63.9% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling