+153.1%
SO vs OKE
+266.1%
-113.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -5.0% | +4.5% | -9.5% | -5.7% |
| 3M | -5.8% | +9.6% | -15.4% | -7.2% |
| 6M | -7.9% | +15.4% | -23.3% | -10.2% |
| YTD | +2.4% | +36.5% | -34.0% | -2.8% |
| 1Y | -2.3% | +39.0% | -41.2% | -7.6% |
| 3Y | +41.9% | +74.3% | -32.4% | +28.2% |
| 5Y | +58.1% | +141.2% | -83.1% | +35.1% |
| All | +153.1% | +266.1% | -113.0% | +110.9% |
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