+13,399.1%
SPGI vs OKE
+16,243.7%
-2,844.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.8% |
| 7D | -2.5% | +1.9% | -4.4% | -3.1% |
| 30D | +5.4% | +12.8% | -7.4% | +1.6% |
| 3M | +9.0% | +11.9% | -2.9% | +5.0% |
| 6M | +0.8% | +14.9% | -14.1% | -4.2% |
| YTD | -12.6% | +37.7% | -50.3% | -21.7% |
| 1Y | -16.1% | +44.1% | -60.2% | -26.0% |
| 3Y | +19.0% | +75.3% | -56.3% | -2.5% |
| 5Y | +5.1% | +144.0% | -139.0% | -23.5% |
| 10Y | +295.5% | +249.7% | +45.7% | +125.1% |
| All | +13,399.1% | +16,243.7% | -2,844.6% | +3,070.4% |
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 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