+246.4%
UAL vs OKE
+2,188.8%
-1,942.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | -12.2% | +4.5% | -16.7% | -14.3% |
| 3M | -2.5% | +9.6% | -12.1% | -7.9% |
| 6M | +21.1% | +15.4% | +5.7% | +9.0% |
| YTD | -1.8% | +36.5% | -38.2% | -19.7% |
| 1Y | +0.4% | +39.0% | -38.5% | -19.0% |
| 3Y | +130.3% | +74.3% | +56.0% | +63.5% |
| 5Y | +147.7% | +141.2% | +6.5% | +46.1% |
| 10Y | +109.4% | +262.1% | -152.7% | -8.1% |
| All | +246.4% | +2,188.8% | -1,942.4% | -61.7% |
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