+20.1%
W vs OKE
+35.9%
-15.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.3% |
| 7D | -4.2% | +0.7% | -4.9% | -3.7% |
| 30D | -7.6% | +9.4% | -17.0% | -1.2% |
| 3M | +37.2% | +8.6% | +28.6% | +47.1% |
| 6M | +26.3% | +15.3% | +11.0% | +36.8% |
| YTD | -1.0% | +34.8% | -35.8% | +7.6% |
| 1Y | +20.1% | +35.3% | -15.2% | +26.9% |
| All | +20.1% | +35.9% | -15.8% | +26.9% |
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