+207.2%
UMC vs OKE
+35.9%
+171.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.4% |
| 7D | +5.0% | +0.7% | +4.2% | +5.3% |
| 30D | +7.7% | +9.4% | -1.7% | +11.7% |
| 3M | +1.7% | +8.6% | -6.9% | +5.7% |
| 6M | +113.9% | +15.3% | +98.6% | +122.4% |
| YTD | +168.9% | +34.8% | +134.1% | +182.1% |
| 1Y | +207.2% | +35.3% | +171.9% | +221.2% |
| All | +207.2% | +35.9% | +171.3% | +221.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling