+270.3%
ORCL vs OKE
+243.0%
+27.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | +8.0% | +5.4% | +2.6% | +7.0% |
| 30D | -4.0% | -1.3% | -2.7% | -3.8% |
| 3M | -19.5% | -2.0% | -17.4% | -19.3% |
| 6M | -33.5% | +3.4% | -36.9% | -34.3% |
| YTD | -34.8% | +28.2% | -63.0% | -38.7% |
| 1Y | -41.6% | +35.7% | -77.3% | -45.8% |
| 3Y | +13.8% | +61.0% | -47.2% | +2.8% |
| 5Y | +43.4% | +85.8% | -42.4% | +25.4% |
| All | +270.3% | +243.0% | +27.2% | +208.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling