+3,343.4%
STX vs OKE
+266.1%
+3,077.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -3.9% |
| 7D | -2.3% | +1.2% | -3.5% | -2.5% |
| 30D | -5.5% | +4.5% | -10.0% | -6.4% |
| 3M | -4.3% | +9.6% | -13.9% | -6.6% |
| 6M | +115.6% | +15.4% | +100.2% | +106.4% |
| YTD | +202.2% | +36.5% | +165.7% | +176.1% |
| 1Y | +325.3% | +39.0% | +286.3% | +285.0% |
| 3Y | +1,283.9% | +74.3% | +1,209.6% | +1,078.9% |
| 5Y | +1,048.3% | +141.2% | +907.1% | +804.5% |
| All | +3,343.4% | +266.1% | +3,077.4% | +2,383.3% |
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