-1.6%
ORLY vs OKE
+43.1%
-44.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.9% |
| 7D | +2.1% | -5.2% | +7.3% | +2.5% |
| 30D | +10.1% | +1.1% | +8.9% | +9.5% |
| 3M | +0.6% | +2.2% | -1.7% | -0.1% |
| 6M | -1.7% | 0.0% | -1.8% | -2.3% |
| YTD | +1.2% | +26.5% | -25.3% | -4.3% |
| 1Y | -1.6% | +44.6% | -46.2% | -8.2% |
| All | -1.6% | +43.1% | -44.7% | -8.2% |
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