+3,061.7%
SPY vs OKE
+11,060.9%
-7,999.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -1.4% | +6.1% | -7.4% | -3.1% |
| 3M | +3.7% | +10.4% | -6.7% | +0.3% |
| 6M | +13.0% | +14.2% | -1.2% | +7.6% |
| YTD | +12.4% | +35.3% | -22.9% | +1.4% |
| 1Y | +18.5% | +40.6% | -22.1% | +5.5% |
| 3Y | +77.6% | +72.2% | +5.4% | +46.9% |
| 5Y | +81.7% | +139.6% | -57.9% | +34.5% |
| 10Y | +319.7% | +259.1% | +60.6% | +139.6% |
| All | +3,061.7% | +11,060.9% | -7,999.2% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling