+6,037.0%
SO vs OKE
+16,243.7%
-10,206.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +1.0% | +1.9% | -0.9% | +0.7% |
| 30D | -3.2% | +12.8% | -16.0% | -5.4% |
| 3M | -1.7% | +11.9% | -13.6% | -3.8% |
| 6M | -7.2% | +14.9% | -22.1% | -9.8% |
| YTD | +4.6% | +37.7% | -33.2% | -1.9% |
| 1Y | +1.2% | +44.1% | -42.9% | -6.0% |
| 3Y | +45.3% | +75.3% | -30.0% | +28.7% |
| 5Y | +58.7% | +144.0% | -85.3% | +30.7% |
| 10Y | +155.9% | +249.7% | -93.9% | +81.0% |
| All | +6,037.0% | +16,243.7% | -10,206.6% | +1,714.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling