-4.6%
STM vs OKE
+85.8%
-90.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +12.0% | +5.4% | +6.7% | +9.9% |
| 30D | -0.4% | -1.3% | +1.0% | +0.1% |
| 3M | -13.2% | -2.0% | -11.1% | -12.8% |
| 6M | -26.1% | +3.4% | -29.5% | -28.5% |
| YTD | +81.2% | +28.2% | +53.0% | +55.4% |
| 1Y | +98.3% | +35.7% | +62.6% | +64.9% |
| 3Y | +16.7% | +61.0% | -44.3% | -15.6% |
| All | -4.6% | +85.8% | -90.3% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling