+1,238.7%
VUG vs OKE
+2,814.1%
-1,575.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -1.7% | +6.1% | -7.7% | -3.4% |
| 3M | +2.8% | +10.4% | -7.6% | -0.5% |
| 6M | +13.6% | +14.2% | -0.5% | +8.2% |
| YTD | +8.1% | +35.3% | -27.3% | -2.4% |
| 1Y | +13.1% | +40.6% | -27.5% | +0.7% |
| 3Y | +87.0% | +72.2% | +14.7% | +55.1% |
| 5Y | +76.0% | +139.6% | -63.7% | +31.3% |
| 10Y | +420.5% | +259.1% | +161.4% | +199.7% |
| All | +1,238.7% | +2,814.1% | -1,575.4% | +197.5% |
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