+2,233.8%
SAP vs OKE
+7,770.8%
-5,537.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +9.0% | +9.4% | -0.4% | +6.0% |
| 3M | +14.9% | +8.6% | +6.4% | +11.7% |
| 6M | +11.9% | +15.3% | -3.4% | +6.3% |
| YTD | -9.9% | +34.8% | -44.7% | -18.6% |
| 1Y | -19.5% | +35.3% | -54.8% | -27.5% |
| 3Y | +61.8% | +69.5% | -7.7% | +33.7% |
| 5Y | +56.2% | +135.2% | -79.0% | +15.0% |
| 10Y | +180.6% | +261.7% | -81.1% | +54.1% |
| All | +2,233.8% | +7,770.8% | -5,537.0% | +313.8% |
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