+59.1%
SO vs OKE
+136.3%
-77.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -3.7% | +4.6% | -8.3% | -4.6% |
| 3M | -5.9% | +6.9% | -12.8% | -7.3% |
| 6M | -7.3% | +15.8% | -23.1% | -10.3% |
| YTD | +3.1% | +35.2% | -32.1% | -3.4% |
| 1Y | -1.0% | +37.6% | -38.6% | -7.7% |
| 3Y | +43.2% | +72.0% | -28.8% | +23.0% |
| 5Y | +59.1% | +139.0% | -79.8% | +30.0% |
| All | +59.1% | +136.3% | -77.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling