+40.2%
QLD vs OKE
+40.6%
-0.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -1.3% |
| 7D | +1.9% | -0.2% | +2.1% | +1.8% |
| 30D | -1.8% | +6.1% | -7.9% | +0.8% |
| 3M | -0.1% | +10.4% | -10.5% | +4.9% |
| 6M | +32.6% | +14.2% | +18.4% | +39.2% |
| YTD | +27.9% | +35.3% | -7.4% | +36.1% |
| All | +40.2% | +40.6% | -0.4% | +48.5% |
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