-4.9%
SHOP vs OKE
+43.1%
-48.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.6% | +11.0% | +5.4% |
| 7D | -9.0% | -5.2% | -3.8% | -11.4% |
| 30D | -4.4% | +1.1% | -5.6% | -3.5% |
| 3M | +24.1% | +2.2% | +21.9% | +26.4% |
| 6M | +20.0% | 0.0% | +19.9% | +21.9% |
| YTD | -4.9% | +26.5% | -31.5% | +10.0% |
| 1Y | -4.9% | +44.6% | -49.5% | +14.8% |
| All | -4.9% | +43.1% | -48.1% | +14.8% |
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 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