+22.0%
USB vs OKE
+70.4%
-48.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | 0.0% | -11.3% | +11.3% | +4.9% |
| 30D | +5.8% | -2.2% | +8.0% | +6.5% |
| 3M | -6.0% | -2.0% | -3.9% | -5.6% |
| 6M | +7.8% | +1.8% | +5.9% | +5.6% |
| YTD | +14.6% | +21.7% | -7.1% | +1.7% |
| 1Y | +31.8% | +31.9% | -0.1% | +12.2% |
| 3Y | +91.5% | +49.1% | +42.4% | +47.5% |
| All | +22.0% | +70.4% | -48.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling