+72.4%
UBER vs OKE
+132.8%
-60.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.6% |
| 7D | -5.4% | +1.2% | -6.6% | -6.0% |
| 30D | -4.9% | +4.5% | -9.4% | -7.0% |
| 3M | +3.0% | +9.6% | -6.6% | -1.9% |
| 6M | -4.4% | +15.4% | -19.8% | -12.2% |
| YTD | -12.3% | +36.5% | -48.7% | -26.3% |
| 1Y | -24.3% | +39.0% | -63.3% | -37.2% |
| 3Y | +46.4% | +74.3% | -27.9% | +4.4% |
| 5Y | +79.7% | +141.2% | -61.5% | +6.4% |
| All | +72.4% | +132.8% | -60.4% | -28.3% |
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