+36.4%
UPS vs OKE
+266.1%
-229.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | -2.0% | +4.5% | -6.4% | -2.8% |
| 3M | -6.2% | +9.6% | -15.8% | -7.9% |
| 6M | +2.8% | +15.4% | -12.6% | -0.5% |
| YTD | +5.9% | +36.5% | -30.6% | -0.9% |
| 1Y | +26.2% | +39.0% | -12.7% | +17.6% |
| 3Y | -26.0% | +74.3% | -100.3% | -34.3% |
| 5Y | -34.3% | +141.2% | -175.5% | -44.8% |
| All | +36.4% | +266.1% | -229.7% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling