-78.0%
PATH vs OKE
+158.3%
-236.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.5% |
| 7D | -16.3% | +0.7% | -17.0% | -16.5% |
| 30D | +9.9% | +9.4% | +0.5% | +5.5% |
| 3M | +30.2% | +8.6% | +21.6% | +24.5% |
| 6M | +37.2% | +15.3% | +21.9% | +26.5% |
| YTD | -7.3% | +34.8% | -42.1% | -21.5% |
| 1Y | +40.0% | +35.3% | +4.7% | +18.1% |
| 3Y | -4.4% | +69.5% | -73.9% | -31.6% |
| 5Y | -76.0% | +135.2% | -211.2% | -84.4% |
| All | -78.0% | +158.3% | -236.3% | -84.4% |
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