+1,831.4%
T vs OKE
+15,960.4%
-14,129.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | +4.6% | +6.1% | -1.5% | +3.1% |
| 3M | +12.2% | +10.4% | +1.8% | +9.6% |
| 6M | -6.5% | +14.2% | -20.6% | -9.6% |
| YTD | +4.9% | +35.3% | -30.4% | -2.7% |
| 1Y | -10.5% | +40.6% | -51.1% | -17.8% |
| 3Y | +104.6% | +72.2% | +32.4% | +76.4% |
| 5Y | +64.2% | +139.6% | -75.4% | +29.1% |
| 10Y | +68.4% | +259.1% | -190.6% | +8.0% |
| All | +1,831.4% | +15,960.4% | -14,129.0% | +332.7% |
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