+93.3%
SNOW vs OKE
+72.4%
+21.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | -2.4% | +1.2% | -3.7% | -2.7% |
| 30D | -1.0% | +4.5% | -5.5% | -2.1% |
| 3M | +36.9% | +9.6% | +27.2% | +33.1% |
| 6M | +83.4% | +15.4% | +68.0% | +73.7% |
| YTD | +50.0% | +36.5% | +13.5% | +32.2% |
| 1Y | +46.5% | +39.0% | +7.6% | +27.4% |
| 3Y | +93.3% | +74.3% | +19.0% | +74.0% |
| All | +93.3% | +72.4% | +21.0% | +74.0% |
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