-37.8%
U vs OKE
+394.6%
-432.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | -1.3% | +6.1% | -7.4% | -3.5% |
| 3M | +49.6% | +10.4% | +39.1% | +42.7% |
| 6M | +100.2% | +14.2% | +86.0% | +86.1% |
| YTD | -3.7% | +35.3% | -39.0% | -18.5% |
| 1Y | -6.5% | +40.6% | -47.1% | -22.8% |
| 3Y | +12.9% | +72.2% | -59.3% | -16.7% |
| 5Y | -68.3% | +139.6% | -207.9% | -77.8% |
| All | -37.8% | +394.6% | -432.3% | -51.8% |
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 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