+102.1%
USB vs OKE
+60.6%
+41.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.2% | +3.0% | -1.8% | +0.3% |
| 30D | +6.3% | -3.8% | +10.1% | +7.4% |
| 3M | -6.1% | -2.8% | -3.3% | -5.6% |
| 6M | +13.0% | +2.8% | +10.2% | +11.0% |
| YTD | +16.6% | +26.9% | -10.3% | +3.6% |
| 1Y | +31.1% | +35.4% | -4.2% | +13.0% |
| All | +102.1% | +60.6% | +41.5% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling