+14.1%
QLD vs OKE
+36.3%
-22.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.0% |
| 7D | +7.0% | +5.4% | +1.7% | +9.3% |
| 30D | -14.3% | -1.3% | -13.0% | -14.8% |
| 3M | -16.0% | -2.0% | -14.0% | -16.5% |
| 6M | -14.2% | +3.4% | -17.7% | -11.8% |
| YTD | +12.8% | +28.2% | -15.4% | +21.7% |
| 1Y | +14.1% | +35.7% | -21.6% | +23.3% |
| All | +14.1% | +36.3% | -22.2% | +23.3% |
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