-5.9%
SAP vs OKE
+43.1%
-49.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.9% | +3.8% |
| 7D | +1.3% | -5.2% | +6.6% | +0.8% |
| 30D | +15.5% | +1.1% | +14.4% | +15.7% |
| 3M | +22.8% | +2.2% | +20.6% | +23.1% |
| 6M | +42.5% | 0.0% | +42.4% | +42.5% |
| YTD | +0.5% | +26.5% | -26.0% | +1.9% |
| 1Y | -5.9% | +44.6% | -50.6% | -7.6% |
| All | -5.9% | +43.1% | -49.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling