+96.5%
STM vs OKE
+43.1%
+53.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.4% | -7.2% |
| 7D | -6.0% | -5.2% | -0.8% | -7.6% |
| 30D | -20.9% | +1.1% | -22.1% | -20.4% |
| 3M | -15.8% | +2.2% | -18.0% | -14.5% |
| 6M | -17.0% | 0.0% | -17.1% | -16.4% |
| YTD | +76.8% | +26.5% | +50.3% | +77.3% |
| 1Y | +96.5% | +44.6% | +51.9% | +81.1% |
| All | +96.5% | +43.1% | +53.3% | +81.1% |
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