-16.3%
UNH vs OKE
+72.4%
-88.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | -4.5% | +1.2% | -5.8% | -4.6% |
| 30D | -6.5% | +4.5% | -11.0% | -6.8% |
| 3M | -6.0% | +9.6% | -15.6% | -6.6% |
| 6M | +33.7% | +15.4% | +18.3% | +32.3% |
| YTD | +16.4% | +36.5% | -20.1% | +14.5% |
| 1Y | +10.1% | +39.0% | -28.9% | +8.1% |
| 3Y | -16.3% | +74.3% | -90.6% | -18.9% |
| All | -16.3% | +72.4% | -88.7% | -18.9% |
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