+9,127.5%
QLD vs OKE
+1,741.1%
+7,386.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | -0.1% | +9.4% | -9.5% | -5.1% |
| 3M | -8.4% | +8.6% | -16.9% | -13.6% |
| 6M | +32.2% | +15.3% | +16.9% | +18.6% |
| YTD | +28.9% | +34.8% | -5.9% | +5.0% |
| 1Y | +43.8% | +35.3% | +8.6% | +16.2% |
| 3Y | +176.6% | +69.5% | +107.1% | +95.4% |
| 5Y | +121.6% | +135.2% | -13.6% | +31.6% |
| 10Y | +1,652.9% | +261.7% | +1,391.2% | +543.8% |
| All | +9,127.5% | +1,741.1% | +7,386.4% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling