+553.4%
SE vs OKE
+201.0%
+352.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.6% |
| 7D | -5.2% | +1.2% | -6.5% | -5.6% |
| 30D | -17.1% | +4.5% | -21.6% | -18.3% |
| 3M | +24.0% | +9.6% | +14.4% | +19.9% |
| 6M | +21.0% | +15.4% | +5.6% | +14.2% |
| YTD | -16.7% | +36.5% | -53.2% | -25.6% |
| 1Y | -45.9% | +39.0% | -84.9% | -52.1% |
| 3Y | +177.8% | +74.3% | +103.5% | +129.2% |
| 5Y | -67.4% | +141.2% | -208.6% | -75.0% |
| All | +553.4% | +201.0% | +352.4% | +348.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling