+69.5%
T vs OKE
+138.0%
-68.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +1.5% | +1.2% | +0.2% | +1.2% |
| 30D | +7.5% | +4.5% | +3.0% | +6.4% |
| 3M | +14.8% | +9.6% | +5.2% | +12.4% |
| 6M | -1.7% | +15.4% | -17.1% | -5.1% |
| YTD | +8.7% | +36.5% | -27.8% | +1.0% |
| 1Y | -7.5% | +39.0% | -46.4% | -14.5% |
| 3Y | +110.2% | +74.3% | +35.9% | +78.6% |
| All | +69.5% | +138.0% | -68.5% | +30.8% |
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 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