+162.3%
SOXL vs OKE
+138.0%
+24.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.2% |
| 7D | +3.9% | +1.2% | +2.6% | +2.5% |
| 30D | -14.3% | +4.5% | -18.8% | -18.8% |
| 3M | -45.6% | +9.6% | -55.2% | -53.8% |
| 6M | +117.2% | +15.4% | +101.8% | +58.8% |
| YTD | +189.8% | +36.5% | +153.4% | +58.7% |
| 1Y | +317.7% | +39.0% | +278.8% | +118.4% |
| 3Y | +478.6% | +74.3% | +404.3% | +120.2% |
| All | +162.3% | +138.0% | +24.3% | -27.2% |
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