+1.4%
SLB vs OKE
+70.9%
-69.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.0% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | +7.8% | +6.1% | +1.7% | +3.9% |
| 3M | +2.7% | +10.4% | -7.8% | -3.8% |
| 6M | +22.2% | +14.2% | +8.0% | +11.2% |
| YTD | +51.1% | +35.3% | +15.8% | +21.9% |
| 1Y | +63.3% | +40.6% | +22.7% | +28.2% |
| All | +1.4% | +70.9% | -69.5% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling