+181.6%
SE vs OKE
+70.8%
+110.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -18.1% | +4.6% | -22.7% | -19.1% |
| 3M | +30.6% | +6.9% | +23.7% | +27.7% |
| 6M | +20.8% | +15.8% | +5.0% | +13.2% |
| YTD | -15.6% | +35.2% | -50.8% | -26.2% |
| 1Y | -44.2% | +37.6% | -81.8% | -51.8% |
| All | +181.6% | +70.8% | +110.8% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling