+1,139.1%
PSX vs OKE
+508.0%
+631.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.5% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | +21.6% | +6.1% | +15.6% | +18.1% |
| 3M | +46.5% | +10.4% | +36.0% | +39.2% |
| 6M | +62.0% | +14.2% | +47.9% | +51.2% |
| YTD | +106.3% | +35.3% | +71.0% | +76.5% |
| 1Y | +103.0% | +40.6% | +62.3% | +70.2% |
| 3Y | +135.5% | +72.2% | +63.3% | +77.8% |
| 5Y | +368.5% | +139.6% | +228.9% | +203.5% |
| 10Y | +386.6% | +259.1% | +127.5% | +144.4% |
| All | +1,139.1% | +508.0% | +631.1% | +443.3% |
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