+116.5%
UAL vs OKE
+85.8%
+30.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | -3.0% | +5.4% | -8.4% | -4.8% |
| 30D | +10.5% | -1.3% | +11.8% | +10.5% |
| 3M | -13.5% | -2.0% | -11.4% | -13.5% |
| 6M | +14.2% | +3.4% | +10.8% | +9.9% |
| YTD | -2.2% | +28.2% | -30.4% | -18.1% |
| 1Y | +12.5% | +35.7% | -23.2% | -9.1% |
| 3Y | +186.8% | +61.0% | +125.8% | +109.0% |
| All | +116.5% | +85.8% | +30.8% | +38.0% |
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