+33.0%
USB vs OKE
+31.9%
+1.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.5% |
| 7D | +0.8% | -7.1% | +7.8% | +0.9% |
| 30D | +6.8% | -3.2% | +10.0% | +6.8% |
| 3M | -3.8% | +0.6% | -4.4% | -3.6% |
| 6M | +11.7% | +3.3% | +8.4% | +11.9% |
| YTD | +17.5% | +22.8% | -5.3% | +14.5% |
| All | +33.0% | +31.9% | +1.1% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling