+69.6%
V vs OKE
+136.3%
-66.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.0% | 0.0% | -3.0% | -3.1% |
| 30D | +1.2% | +4.6% | -3.4% | -0.1% |
| 3M | +13.9% | +6.9% | +7.0% | +11.6% |
| 6M | +17.2% | +15.8% | +1.5% | +11.8% |
| YTD | +5.3% | +35.2% | -29.9% | -4.7% |
| 1Y | +9.5% | +37.6% | -28.1% | -1.7% |
| 3Y | +51.9% | +72.0% | -20.1% | +23.4% |
| 5Y | +69.6% | +139.0% | -69.4% | +19.6% |
| All | +69.6% | +136.3% | -66.7% | +19.6% |
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