-11.2%
QLD vs OKE
+5.3%
-16.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +5.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.6% |
| 30D | -15.7% | -3.1% | -12.6% | -17.0% |
| 3M | -10.0% | -2.6% | -7.4% | -10.7% |
| 6M | -11.2% | +2.8% | -14.0% | -8.0% |
| All | -11.2% | +5.3% | -16.6% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling