-49.5%
ORCL vs OKE
+43.1%
-92.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -3.2% |
| 7D | -14.4% | -5.2% | -9.2% | -15.9% |
| 30D | -12.8% | +1.1% | -14.0% | -12.1% |
| 3M | -14.8% | +2.2% | -17.0% | -13.5% |
| 6M | -30.9% | 0.0% | -30.9% | -29.9% |
| YTD | -35.7% | +26.5% | -62.2% | -34.0% |
| 1Y | -49.5% | +44.6% | -94.1% | -49.8% |
| All | -49.5% | +43.1% | -92.6% | -49.8% |
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