+17.7%
STM vs OKE
+70.8%
-53.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | -7.8% | +4.6% | -12.4% | -8.8% |
| 3M | -28.2% | +6.9% | -35.1% | -29.8% |
| 6M | +52.0% | +15.8% | +36.2% | +42.7% |
| YTD | +96.4% | +35.2% | +61.2% | +71.8% |
| 1Y | +98.8% | +37.6% | +61.2% | +72.3% |
| All | +17.7% | +70.8% | -53.1% | -10.6% |
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