+12.1%
QLD vs OKE
+35.0%
-22.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.3% |
| 7D | +12.5% | +3.0% | +9.5% | +13.9% |
| 30D | -15.7% | -3.8% | -11.9% | -17.2% |
| 3M | -11.9% | -2.8% | -9.1% | -12.8% |
| 6M | -10.3% | +2.8% | -13.1% | -7.9% |
| YTD | +15.6% | +26.9% | -11.3% | +24.6% |
| 1Y | +12.1% | +35.4% | -23.2% | +21.7% |
| All | +12.1% | +35.0% | -22.8% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling