+144.1%
UMC vs OKE
+138.0%
+6.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | +9.0% | +1.2% | +7.8% | +8.7% |
| 30D | +17.2% | +4.5% | +12.8% | +15.8% |
| 3M | +11.4% | +9.6% | +1.8% | +8.1% |
| 6M | +137.5% | +15.4% | +122.1% | +124.0% |
| YTD | +193.1% | +36.5% | +156.6% | +158.2% |
| 1Y | +240.3% | +39.0% | +201.3% | +196.9% |
| 3Y | +262.2% | +74.3% | +187.9% | +171.6% |
| All | +144.1% | +138.0% | +6.1% | +57.0% |
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