+213.1%
USO vs OKE
+138.0%
+75.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | +9.1% | +1.2% | +7.9% | +8.3% |
| 30D | +21.7% | +4.5% | +17.2% | +18.3% |
| 3M | +20.2% | +9.6% | +10.6% | +14.1% |
| 6M | +43.4% | +15.4% | +28.0% | +32.6% |
| YTD | +124.0% | +36.5% | +87.5% | +88.5% |
| 1Y | +112.2% | +39.0% | +73.2% | +76.7% |
| 3Y | +97.7% | +74.3% | +23.4% | +38.4% |
| All | +213.1% | +138.0% | +75.0% | +81.0% |
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 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