+1,553.3%
QLD vs OKE
+237.0%
+1,316.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | -1.2% | -0.5% | -0.7% | -0.8% |
| 30D | -15.7% | -3.1% | -12.6% | -14.7% |
| 3M | -10.0% | -2.6% | -7.4% | -9.5% |
| 6M | -11.2% | +2.8% | -14.0% | -13.9% |
| YTD | +16.4% | +25.9% | -9.6% | +1.3% |
| 1Y | +12.7% | +34.0% | -21.3% | -4.9% |
| 3Y | +152.3% | +58.9% | +93.4% | +97.6% |
| 5Y | +91.8% | +81.8% | +10.0% | +43.0% |
| All | +1,553.3% | +237.0% | +1,316.3% | +960.1% |
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