+13.7%
SPGI vs OKE
+85.8%
-72.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +1.2% | +5.4% | -4.1% | -0.1% |
| 30D | +15.9% | -1.3% | +17.2% | +16.1% |
| 3M | +12.3% | -2.0% | +14.3% | +12.6% |
| 6M | +23.7% | +3.4% | +20.3% | +21.7% |
| YTD | -3.5% | +28.2% | -31.7% | -11.9% |
| 1Y | +0.4% | +35.7% | -35.3% | -10.1% |
| 3Y | +29.9% | +61.0% | -31.1% | +7.1% |
| All | +13.7% | +85.8% | -72.1% | -10.8% |
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 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