+152.0%
QQQM vs OKE
+381.5%
-229.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.7% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | -1.2% | +4.5% | -5.7% | -2.2% |
| 3M | -0.1% | +9.6% | -9.7% | -2.4% |
| 6M | +18.0% | +15.4% | +2.6% | +13.1% |
| YTD | +16.7% | +36.5% | -19.8% | +6.6% |
| 1Y | +23.0% | +39.0% | -15.9% | +11.7% |
| 3Y | +93.3% | +74.3% | +19.0% | +64.4% |
| 5Y | +96.3% | +141.2% | -44.9% | +58.9% |
| All | +152.0% | +381.5% | -229.5% | +104.8% |
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