-12.8%
SHOP vs OKE
+138.0%
-150.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -11.2% | +1.2% | -12.5% | -11.8% |
| 30D | -14.4% | +4.5% | -18.9% | -16.4% |
| 3M | +16.6% | +9.6% | +7.0% | +10.1% |
| 6M | -0.6% | +15.4% | -15.9% | -10.4% |
| YTD | -20.0% | +36.5% | -56.5% | -35.8% |
| 1Y | -11.2% | +39.0% | -50.2% | -30.0% |
| 3Y | +99.5% | +74.3% | +25.2% | +32.4% |
| All | -12.8% | +138.0% | -150.8% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling