-5.8%
SLB vs OKE
+266.1%
-271.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.6% |
| 7D | -2.5% | +1.2% | -3.8% | -3.4% |
| 30D | +7.1% | +4.5% | +2.6% | +3.7% |
| 3M | +0.6% | +9.6% | -9.0% | -6.0% |
| 6M | +17.6% | +15.4% | +2.2% | +5.1% |
| YTD | +48.5% | +36.5% | +12.0% | +17.0% |
| 1Y | +59.4% | +39.0% | +20.4% | +23.8% |
| 3Y | -0.4% | +74.3% | -74.6% | -35.4% |
| 5Y | +133.8% | +141.2% | -7.4% | +22.8% |
| All | -5.8% | +266.1% | -271.9% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling