+252.8%
SPOT vs OKE
+191.1%
+61.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.6% |
| 7D | -3.1% | +1.2% | -4.3% | -3.3% |
| 30D | +7.4% | +4.5% | +2.9% | +6.4% |
| 3M | +8.2% | +9.6% | -1.4% | +5.9% |
| 6M | +2.2% | +15.4% | -13.2% | -1.3% |
| YTD | -9.5% | +36.5% | -45.9% | -15.9% |
| 1Y | -23.8% | +39.0% | -62.8% | -29.7% |
| 3Y | +233.5% | +74.3% | +159.2% | +190.2% |
| 5Y | +112.2% | +141.2% | -29.0% | +73.7% |
| All | +252.8% | +191.1% | +61.8% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling