+219.9%
SLV vs OKE
+266.1%
-46.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | -2.8% | +1.2% | -4.1% | -3.0% |
| 30D | -1.6% | +4.5% | -6.1% | -2.2% |
| 3M | -4.4% | +9.6% | -14.0% | -5.7% |
| 6M | -25.4% | +15.4% | -40.8% | -27.2% |
| YTD | -9.8% | +36.5% | -46.2% | -14.0% |
| 1Y | +53.8% | +39.0% | +14.8% | +46.2% |
| 3Y | +174.7% | +74.3% | +100.4% | +152.1% |
| 5Y | +164.3% | +141.2% | +23.1% | +132.1% |
| All | +219.9% | +266.1% | -46.2% | +139.6% |
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