+9,196.8%
UNP vs OKE
+15,943.7%
-6,746.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | -2.0% | +4.6% | -6.6% | -3.4% |
| 3M | +7.5% | +6.9% | +0.6% | +5.1% |
| 6M | +15.3% | +15.8% | -0.4% | +9.6% |
| YTD | +25.4% | +35.2% | -9.8% | +13.4% |
| 1Y | +35.6% | +37.6% | -2.0% | +21.8% |
| 3Y | +44.1% | +72.0% | -27.9% | +19.0% |
| 5Y | +54.0% | +139.0% | -85.0% | +13.4% |
| 10Y | +283.9% | +258.7% | +25.2% | +121.7% |
| All | +9,196.8% | +15,943.7% | -6,746.9% | +1,890.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling