+83.1%
SPY vs OKE
+138.0%
-54.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | +3.9% | +9.6% | -5.7% | +0.7% |
| 6M | +13.6% | +15.4% | -1.8% | +7.6% |
| YTD | +12.7% | +36.5% | -23.8% | +0.2% |
| 1Y | +17.5% | +39.0% | -21.5% | +3.6% |
| 3Y | +76.9% | +74.3% | +2.6% | +39.6% |
| All | +83.1% | +138.0% | -54.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling