+89.2%
USB vs OKE
+220.2%
-131.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | +0.8% | -7.1% | +7.8% | +3.6% |
| 30D | +6.8% | -3.2% | +10.0% | +7.9% |
| 3M | -3.8% | +0.6% | -4.4% | -4.4% |
| 6M | +11.7% | +3.3% | +8.4% | +9.3% |
| YTD | +17.5% | +22.8% | -5.3% | +6.2% |
| 1Y | +33.8% | +32.5% | +1.3% | +17.2% |
| 3Y | +104.2% | +56.2% | +48.0% | +65.5% |
| 5Y | +26.4% | +73.6% | -47.2% | -2.8% |
| 10Y | +89.2% | +218.0% | -128.8% | +21.8% |
| All | +89.2% | +220.2% | -131.0% | +21.8% |
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