-23.8%
SPOT vs OKE
+40.5%
-64.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.8% |
| 7D | -3.1% | +1.2% | -4.3% | -3.0% |
| 30D | +7.4% | +4.5% | +2.9% | +7.6% |
| 3M | +8.2% | +9.6% | -1.4% | +8.6% |
| 6M | +2.2% | +15.4% | -13.2% | +3.9% |
| YTD | -9.5% | +36.5% | -45.9% | -4.4% |
| 1Y | -23.8% | +39.0% | -62.8% | -21.3% |
| All | -23.8% | +40.5% | -64.3% | -21.3% |
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