+1,502.1%
QLD vs OKE
+243.0%
+1,259.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +7.0% | +5.4% | +1.7% | +4.7% |
| 30D | -14.3% | -1.3% | -13.0% | -14.0% |
| 3M | -16.0% | -2.0% | -14.0% | -15.7% |
| 6M | -14.2% | +3.4% | -17.7% | -17.0% |
| YTD | +12.8% | +28.2% | -15.4% | -2.6% |
| 1Y | +14.1% | +35.7% | -21.6% | -4.2% |
| 3Y | +146.0% | +61.0% | +85.0% | +91.6% |
| 5Y | +82.0% | +85.8% | -3.8% | +34.5% |
| All | +1,502.1% | +243.0% | +1,259.1% | +919.6% |
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