+54.0%
UNP vs OKE
+138.0%
-84.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -2.7% | +4.5% | -7.2% | -4.2% |
| 3M | +6.5% | +9.6% | -3.1% | +3.2% |
| 6M | +14.4% | +15.4% | -1.0% | +8.4% |
| YTD | +24.8% | +36.5% | -11.7% | +11.2% |
| 1Y | +34.4% | +39.0% | -4.6% | +18.8% |
| 3Y | +43.6% | +74.3% | -30.7% | +12.9% |
| All | +54.0% | +138.0% | -84.1% | +4.9% |
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 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