+40.1%
PYPL vs OKE
+266.1%
-226.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | -2.3% | +1.2% | -3.5% | -2.6% |
| 30D | -9.0% | +4.5% | -13.5% | -10.1% |
| 3M | +30.6% | +9.6% | +21.0% | +27.2% |
| 6M | +18.6% | +15.4% | +3.2% | +13.5% |
| YTD | -7.2% | +36.5% | -43.6% | -15.6% |
| 1Y | -19.3% | +39.0% | -58.2% | -27.0% |
| 3Y | -12.3% | +74.3% | -86.6% | -25.6% |
| 5Y | -80.9% | +141.2% | -222.1% | -85.0% |
| All | +40.1% | +266.1% | -226.0% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling