+5.2%
VUG vs OKE
+43.1%
-38.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.2% | +0.7% |
| 7D | -3.0% | -5.2% | +2.2% | -4.1% |
| 30D | -6.4% | +1.1% | -7.6% | -6.1% |
| 3M | -3.2% | +2.2% | -5.4% | -2.4% |
| 6M | +3.1% | 0.0% | +3.1% | +3.8% |
| YTD | +6.3% | +26.5% | -20.2% | +9.9% |
| 1Y | +5.2% | +44.6% | -39.4% | +10.7% |
| All | +5.2% | +43.1% | -38.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling