+2,285.7%
STM vs OKE
+10,757.3%
-8,471.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | -1.0% | +9.4% | -10.4% | -4.8% |
| 3M | -33.3% | +8.6% | -41.8% | -36.3% |
| 6M | +57.4% | +15.3% | +42.1% | +45.2% |
| YTD | +102.2% | +34.8% | +67.4% | +74.1% |
| 1Y | +99.6% | +35.3% | +64.3% | +71.3% |
| 3Y | +14.5% | +69.5% | -55.0% | -12.0% |
| 5Y | +21.4% | +135.2% | -113.8% | -19.4% |
| 10Y | +695.0% | +261.7% | +433.2% | +270.7% |
| All | +2,285.7% | +10,757.3% | -8,471.6% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling