-5.0%
SHOP vs OKE
+12.9%
-18.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.7% | -6.6% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | -18.3% | +6.1% | -24.4% | -14.9% |
| 3M | +14.8% | +10.4% | +4.4% | +22.6% |
| 6M | -5.0% | +14.2% | -19.2% | +5.0% |
| All | -5.0% | +12.9% | -18.0% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling