+77.2%
SPYM vs OKE
+72.4%
+4.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | -1.1% | +4.5% | -5.6% | -1.9% |
| 3M | +3.9% | +9.6% | -5.7% | +1.9% |
| 6M | +13.6% | +15.4% | -1.7% | +9.4% |
| YTD | +12.7% | +36.5% | -23.7% | +3.1% |
| 1Y | +17.6% | +39.0% | -21.4% | +6.8% |
| 3Y | +77.2% | +74.3% | +2.9% | +51.6% |
| All | +77.2% | +72.4% | +4.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling