+184.2%
QLD vs OKE
+75.5%
+108.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.8% |
| 7D | +3.0% | +1.9% | +1.1% | +2.4% |
| 30D | -1.8% | +12.8% | -14.7% | -5.5% |
| 3M | -1.8% | +11.9% | -13.7% | -6.1% |
| 6M | +36.9% | +14.9% | +22.0% | +27.3% |
| YTD | +28.7% | +37.7% | -9.0% | +7.0% |
| 1Y | +41.9% | +44.1% | -2.2% | +14.0% |
| 3Y | +184.2% | +75.3% | +109.0% | +125.2% |
| All | +184.2% | +75.5% | +108.7% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling