+1,537.1%
SOXX vs OKE
+266.1%
+1,271.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.6% |
| 7D | +1.4% | +1.2% | +0.1% | +1.0% |
| 30D | -3.6% | +4.5% | -8.1% | -4.9% |
| 3M | -10.2% | +9.6% | -19.8% | -13.1% |
| 6M | +54.2% | +15.4% | +38.9% | +45.7% |
| YTD | +75.2% | +36.5% | +38.7% | +56.2% |
| 1Y | +107.5% | +39.0% | +68.5% | +83.5% |
| 3Y | +226.8% | +74.3% | +152.5% | +168.9% |
| 5Y | +251.2% | +141.2% | +110.0% | +163.0% |
| All | +1,537.1% | +266.1% | +1,271.0% | +990.4% |
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