+568.6%
SE vs OKE
+198.5%
+370.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.3% | -3.6% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -5.3% | +6.1% | -11.4% | -7.0% |
| 3M | +28.1% | +10.4% | +17.6% | +23.5% |
| 6M | +20.7% | +14.2% | +6.5% | +14.2% |
| YTD | -14.8% | +35.3% | -50.1% | -23.7% |
| 1Y | -43.6% | +40.6% | -84.2% | -50.3% |
| 3Y | +184.2% | +72.2% | +112.0% | +135.3% |
| 5Y | -66.3% | +139.6% | -205.9% | -74.2% |
| All | +568.6% | +198.5% | +370.1% | +360.1% |
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