-70.9%
USO vs OKE
+1,746.9%
-1,817.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | +11.5% | 0.0% | +11.5% | +11.5% |
| 30D | +24.1% | +4.6% | +19.5% | +21.3% |
| 3M | +17.9% | +6.9% | +11.0% | +14.5% |
| 6M | +49.6% | +15.8% | +33.9% | +40.2% |
| YTD | +129.0% | +35.2% | +93.8% | +99.0% |
| 1Y | +112.0% | +37.6% | +74.4% | +82.6% |
| 3Y | +102.3% | +72.0% | +30.2% | +53.7% |
| 5Y | +224.5% | +139.0% | +85.6% | +108.9% |
| 10Y | +86.9% | +258.7% | -171.8% | -12.3% |
| All | -70.9% | +1,746.9% | -1,817.8% | -93.5% |
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