-35.7%
U vs OKE
+398.7%
-434.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.1% |
| 7D | +5.5% | +1.2% | +4.3% | +5.1% |
| 30D | -1.3% | +4.5% | -5.8% | -2.9% |
| 3M | +64.6% | +9.6% | +55.0% | +57.8% |
| 6M | +119.4% | +15.4% | +104.0% | +103.1% |
| YTD | -0.5% | +36.5% | -36.9% | -16.1% |
| 1Y | +1.3% | +39.0% | -37.7% | -15.7% |
| 3Y | +15.6% | +74.3% | -58.7% | -15.1% |
| 5Y | -67.5% | +141.2% | -208.7% | -77.2% |
| All | -35.7% | +398.7% | -434.4% | -50.3% |
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