+9.5%
SNOW vs OKE
+43.1%
-33.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -2.5% |
| 7D | -14.5% | -5.2% | -9.3% | -15.7% |
| 30D | -14.3% | +1.1% | -15.4% | -13.7% |
| 3M | -8.3% | +2.2% | -10.5% | -7.1% |
| 6M | +101.5% | 0.0% | +101.5% | +104.6% |
| YTD | +32.5% | +26.5% | +5.9% | +48.7% |
| 1Y | +9.5% | +44.6% | -35.1% | +23.4% |
| All | +9.5% | +43.1% | -33.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling