+655.9%
STM vs OKE
+266.1%
+389.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | -4.9% | +4.5% | -9.4% | -6.4% |
| 3M | -34.0% | +9.6% | -43.6% | -36.7% |
| 6M | +51.8% | +15.4% | +36.5% | +41.7% |
| YTD | +99.4% | +36.5% | +62.9% | +74.2% |
| 1Y | +99.1% | +39.0% | +60.1% | +72.6% |
| 3Y | +19.5% | +74.3% | -54.8% | -5.9% |
| 5Y | +19.5% | +141.2% | -121.7% | -16.4% |
| All | +655.9% | +266.1% | +389.8% | +342.7% |
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