+123.8%
STX vs OKE
+43.1%
+80.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.6% | -4.5% | -9.6% |
| 7D | -20.2% | -5.2% | -15.0% | -22.0% |
| 30D | -37.2% | +1.1% | -38.3% | -36.5% |
| 3M | -34.1% | +2.2% | -36.3% | -32.5% |
| 6M | -24.5% | 0.0% | -24.5% | -23.0% |
| YTD | +102.9% | +26.5% | +76.4% | +144.4% |
| 1Y | +123.8% | +44.6% | +79.2% | +163.8% |
| All | +123.8% | +43.1% | +80.7% | +163.8% |
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 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