+314.7%
SPY vs OKE
+266.1%
+48.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.6% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -1.1% | +4.5% | -5.5% | -2.2% |
| 3M | +3.9% | +9.6% | -5.7% | +1.3% |
| 6M | +13.6% | +15.4% | -1.8% | +8.8% |
| YTD | +12.7% | +36.5% | -23.8% | +3.1% |
| 1Y | +17.5% | +39.0% | -21.5% | +6.9% |
| 3Y | +76.9% | +74.3% | +2.6% | +50.6% |
| 5Y | +83.6% | +141.2% | -57.6% | +43.5% |
| All | +314.7% | +266.1% | +48.7% | +188.2% |
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