+134.1%
PSX vs OKE
+72.4%
+61.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.2% |
| 7D | +1.7% | +1.2% | +0.5% | +0.9% |
| 30D | +15.6% | +4.5% | +11.1% | +12.5% |
| 3M | +46.5% | +9.6% | +36.9% | +38.1% |
| 6M | +55.0% | +15.4% | +39.6% | +41.2% |
| YTD | +105.3% | +36.5% | +68.8% | +67.8% |
| 1Y | +101.6% | +39.0% | +62.6% | +62.7% |
| 3Y | +134.1% | +74.3% | +59.8% | +70.7% |
| All | +134.1% | +72.4% | +61.8% | +70.7% |
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