+7,985.7%
USB vs OKE
+14,337.9%
-6,352.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | 0.0% | -11.3% | +11.3% | +3.9% |
| 30D | +5.8% | -2.2% | +8.0% | +6.4% |
| 3M | -6.0% | -2.0% | -3.9% | -5.6% |
| 6M | +7.8% | +1.8% | +5.9% | +6.3% |
| YTD | +14.6% | +21.7% | -7.1% | +5.7% |
| 1Y | +31.8% | +31.9% | -0.1% | +18.2% |
| 3Y | +91.5% | +49.1% | +42.4% | +63.4% |
| 5Y | +22.0% | +71.9% | -49.9% | -1.4% |
| 10Y | +96.1% | +233.5% | -137.5% | +16.9% |
| All | +7,985.7% | +14,337.9% | -6,352.2% | +1,695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling