-0.3%
SPOT vs OKE
+43.1%
-43.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.2% | +4.5% |
| 7D | +16.6% | -5.2% | +21.8% | +16.5% |
| 30D | +29.9% | +1.1% | +28.8% | +30.1% |
| 3M | +31.3% | +2.2% | +29.1% | +31.6% |
| 6M | +43.2% | 0.0% | +43.2% | +43.0% |
| YTD | +8.1% | +26.5% | -18.4% | +15.7% |
| 1Y | -0.3% | +44.6% | -44.9% | +10.9% |
| All | -0.3% | +43.1% | -43.4% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling