+33,471.2%
ORCL vs OKE
+15,895.1%
+17,576.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | +0.7% | +4.5% | +5.1% |
| 30D | +10.0% | +9.4% | +0.6% | +7.3% |
| 3M | -32.6% | +8.6% | -41.1% | -34.4% |
| 6M | +4.9% | +15.3% | -10.4% | -0.3% |
| YTD | -17.8% | +34.8% | -52.5% | -25.3% |
| 1Y | -28.0% | +35.3% | -63.3% | -34.9% |
| 3Y | +36.0% | +69.5% | -33.5% | +15.2% |
| 5Y | +88.7% | +135.2% | -46.5% | +44.4% |
| 10Y | +346.9% | +261.7% | +85.2% | +163.3% |
| All | +33,471.2% | +15,895.1% | +17,576.1% | +6,373.1% |
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