+165.4%
W vs OKE
+210.2%
-44.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | +5.9% | -0.2% | +6.1% | +6.0% |
| 30D | -3.0% | +6.1% | -9.1% | -5.2% |
| 3M | +40.3% | +10.4% | +29.9% | +33.7% |
| 6M | +32.2% | +14.2% | +18.1% | +22.4% |
| YTD | -0.3% | +35.3% | -35.6% | -14.4% |
| 1Y | +16.2% | +40.6% | -24.5% | -2.0% |
| 3Y | +40.7% | +72.2% | -31.5% | +10.2% |
| 5Y | -62.3% | +139.6% | -202.0% | -73.3% |
| 10Y | +162.2% | +259.1% | -96.9% | +49.4% |
| All | +165.4% | +210.2% | -44.8% | +69.1% |
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