+1,728.6%
QLD vs OKE
+248.9%
+1,479.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -1.8% | +6.1% | -7.9% | -4.3% |
| 3M | -0.1% | +10.4% | -10.5% | -5.3% |
| 6M | +32.6% | +14.2% | +18.4% | +22.3% |
| YTD | +27.9% | +35.3% | -7.4% | +8.5% |
| 1Y | +40.3% | +40.6% | -0.4% | +16.4% |
| 3Y | +182.5% | +72.2% | +110.3% | +114.4% |
| 5Y | +122.5% | +139.6% | -17.1% | +49.6% |
| 10Y | +1,728.6% | +259.1% | +1,469.5% | +986.2% |
| All | +1,728.6% | +248.9% | +1,479.6% | +986.2% |
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