+0.8%
SPGI vs OKE
+138.0%
-137.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -7.4% | +1.2% | -8.6% | -7.7% |
| 30D | +0.4% | +4.5% | -4.1% | -0.8% |
| 3M | +5.3% | +9.6% | -4.3% | +2.5% |
| 6M | +1.7% | +15.4% | -13.7% | -2.9% |
| YTD | -16.4% | +36.5% | -52.8% | -24.5% |
| 1Y | -20.5% | +39.0% | -59.5% | -28.8% |
| 3Y | +14.2% | +74.3% | -60.1% | -7.0% |
| All | +0.8% | +138.0% | -137.3% | -24.4% |
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 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