+149.7%
XBI vs OKE
+266.1%
-116.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -4.6% | +1.2% | -5.9% | -5.0% |
| 30D | -2.0% | +4.5% | -6.5% | -3.3% |
| 3M | +17.8% | +9.6% | +8.2% | +14.4% |
| 6M | +23.7% | +15.4% | +8.3% | +17.6% |
| YTD | +28.2% | +36.5% | -8.2% | +15.7% |
| 1Y | +64.0% | +39.0% | +25.0% | +46.9% |
| 3Y | +99.4% | +74.3% | +25.1% | +64.6% |
| 5Y | +19.3% | +141.2% | -121.9% | -10.8% |
| All | +149.7% | +266.1% | -116.4% | +61.3% |
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