+36.5%
XBI vs OKE
+40.8%
-4.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -4.1% | -7.2% |
| 7D | -6.0% | -9.0% | +3.0% | -7.6% |
| 30D | -1.7% | -2.3% | +0.6% | -2.0% |
| 3M | -3.0% | 0.0% | -3.0% | -2.7% |
| 6M | +11.0% | -2.0% | +13.0% | +11.0% |
| YTD | +21.8% | +23.2% | -1.3% | +19.4% |
| 1Y | +36.5% | +36.6% | -0.1% | +29.4% |
| All | +36.5% | +40.8% | -4.3% | +29.4% |
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