+1,547.1%
QQQ vs OKE
+5,717.1%
-4,170.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | -1.4% | +4.6% | -5.9% | -2.7% |
| 3M | +2.3% | +6.9% | -4.7% | -0.2% |
| 6M | +16.9% | +15.8% | +1.1% | +10.8% |
| YTD | +15.6% | +35.2% | -19.6% | +4.3% |
| 1Y | +22.6% | +37.6% | -15.0% | +9.7% |
| 3Y | +93.5% | +72.0% | +21.5% | +60.0% |
| 5Y | +93.9% | +139.0% | -45.0% | +43.8% |
| 10Y | +564.6% | +258.7% | +305.8% | +274.7% |
| All | +1,547.1% | +5,717.1% | -4,170.0% | +138.7% |
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