+100.0%
UAL vs OKE
+262.7%
-162.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -15.7% | +4.6% | -20.3% | -17.9% |
| 3M | +3.6% | +6.9% | -3.3% | -1.5% |
| 6M | +16.9% | +15.8% | +1.1% | +3.8% |
| YTD | -4.8% | +35.2% | -40.0% | -23.6% |
| 1Y | -0.9% | +37.6% | -38.5% | -21.7% |
| 3Y | +124.5% | +72.0% | +52.4% | +53.3% |
| 5Y | +140.2% | +139.0% | +1.2% | +31.7% |
| All | +100.0% | +262.7% | -162.7% | -18.5% |
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