+7,358.2%
SHOP vs OKE
+324.8%
+7,033.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.7% | -5.0% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | -18.3% | +6.1% | -24.4% | -19.8% |
| 3M | +14.8% | +10.4% | +4.4% | +10.9% |
| 6M | -5.0% | +14.2% | -19.2% | -9.8% |
| YTD | -21.2% | +35.3% | -56.6% | -29.3% |
| 1Y | -11.6% | +40.6% | -52.2% | -21.8% |
| 3Y | +101.2% | +72.2% | +29.0% | +69.1% |
| 5Y | -15.7% | +139.6% | -155.3% | -34.4% |
| 10Y | +2,989.4% | +259.1% | +2,730.3% | +1,991.8% |
| All | +7,358.2% | +324.8% | +7,033.5% | +5,693.4% |
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