+2,550.6%
SOXX vs OKE
+3,724.0%
-1,173.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | +1.4% | +1.2% | +0.1% | +0.9% |
| 30D | -3.6% | +4.5% | -8.1% | -5.2% |
| 3M | -10.2% | +9.6% | -19.8% | -13.8% |
| 6M | +54.2% | +15.4% | +38.9% | +43.8% |
| YTD | +75.2% | +36.5% | +38.7% | +52.6% |
| 1Y | +107.5% | +39.0% | +68.5% | +78.9% |
| 3Y | +226.8% | +74.3% | +152.5% | +156.8% |
| 5Y | +251.2% | +141.2% | +110.0% | +143.1% |
| 10Y | +1,567.6% | +262.1% | +1,305.6% | +735.6% |
| All | +2,550.6% | +3,724.0% | -1,173.4% | +161.8% |
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