+141.1%
QLD vs OKE
+57.2%
+83.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -3.8% | -5.0% | +1.2% | -2.4% |
| 30D | -20.5% | -1.6% | -18.9% | -20.3% |
| 3M | -14.6% | -2.2% | -12.4% | -14.5% |
| 6M | -14.7% | +5.0% | -19.6% | -17.9% |
| YTD | +11.2% | +24.8% | -13.6% | -5.3% |
| 1Y | +7.1% | +35.1% | -28.0% | -13.8% |
| 3Y | +141.1% | +57.5% | +83.6% | +108.1% |
| All | +141.1% | +57.2% | +83.9% | +108.1% |
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