-63.2%
W vs OKE
+138.0%
-201.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -0.9% | +1.2% | -2.1% | -1.5% |
| 30D | -4.2% | +4.5% | -8.7% | -6.6% |
| 3M | +26.9% | +9.6% | +17.3% | +18.7% |
| 6M | +31.2% | +15.4% | +15.9% | +14.8% |
| YTD | -1.8% | +36.5% | -38.3% | -25.3% |
| 1Y | +9.3% | +39.0% | -29.7% | -18.5% |
| 3Y | +33.2% | +74.3% | -41.1% | -20.9% |
| All | -63.2% | +138.0% | -201.3% | -81.8% |
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