+262.2%
UMC vs OKE
+72.4%
+189.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.3% |
| 7D | +9.0% | +1.2% | +7.8% | +8.9% |
| 30D | +17.2% | +4.5% | +12.8% | +16.9% |
| 3M | +11.4% | +9.6% | +1.8% | +10.4% |
| 6M | +137.5% | +15.4% | +122.1% | +131.2% |
| YTD | +193.1% | +36.5% | +156.6% | +172.7% |
| 1Y | +240.3% | +39.0% | +201.3% | +214.4% |
| 3Y | +262.2% | +74.3% | +187.9% | +189.0% |
| All | +262.2% | +72.4% | +189.8% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling