+32.1%
ORCL vs OKE
+70.9%
-38.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +10.9% | -0.2% | +11.1% | +10.9% |
| 30D | +7.0% | +6.1% | +0.9% | +5.7% |
| 3M | -21.2% | +10.4% | -31.6% | -23.4% |
| 6M | +7.4% | +14.2% | -6.8% | +2.0% |
| YTD | -16.3% | +35.3% | -51.6% | -26.0% |
| 1Y | -32.3% | +40.6% | -72.9% | -41.3% |
| All | +32.1% | +70.9% | -38.8% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling