+155.2%
W vs OKE
+266.1%
-110.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -0.9% | +1.2% | -2.1% | -1.4% |
| 30D | -4.2% | +4.5% | -8.7% | -6.1% |
| 3M | +26.9% | +9.6% | +17.3% | +20.7% |
| 6M | +31.2% | +15.4% | +15.9% | +19.7% |
| YTD | -1.8% | +36.5% | -38.3% | -17.7% |
| 1Y | +9.3% | +39.0% | -29.7% | -9.4% |
| 3Y | +33.2% | +74.3% | -41.1% | +0.2% |
| 5Y | -62.4% | +141.2% | -203.6% | -74.8% |
| All | +155.2% | +266.1% | -110.8% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling