+78.5%
VUG vs OKE
+138.0%
-59.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | -1.0% | +4.5% | -5.4% | -2.3% |
| 3M | +3.5% | +9.6% | -6.1% | +0.4% |
| 6M | +14.2% | +15.4% | -1.2% | +8.0% |
| YTD | +8.5% | +36.5% | -28.0% | -3.9% |
| 1Y | +12.9% | +39.0% | -26.1% | -1.0% |
| 3Y | +85.6% | +74.3% | +11.3% | +45.1% |
| All | +78.5% | +138.0% | -59.5% | +22.6% |
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