+96.9%
PSX vs OKE
+43.1%
+53.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.4% |
| 7D | -5.2% | -5.2% | +0.1% | -2.0% |
| 30D | -3.7% | +1.1% | -4.9% | -4.3% |
| 3M | +26.8% | +2.2% | +24.6% | +24.9% |
| 6M | +47.3% | 0.0% | +47.3% | +46.5% |
| YTD | +105.4% | +26.5% | +78.9% | +75.8% |
| 1Y | +96.9% | +44.6% | +52.3% | +46.2% |
| All | +96.9% | +43.1% | +53.8% | +46.2% |
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