+1,884.6%
XEL vs OKE
+16,094.5%
-14,209.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | -3.9% | +4.5% | -8.4% | -4.8% |
| 3M | -2.8% | +9.6% | -12.4% | -4.8% |
| 6M | -5.4% | +15.4% | -20.8% | -8.5% |
| YTD | +3.8% | +36.5% | -32.7% | -3.2% |
| 1Y | +6.8% | +39.0% | -32.1% | -0.8% |
| 3Y | +45.6% | +74.3% | -28.7% | +27.6% |
| 5Y | +30.7% | +141.2% | -110.5% | +5.7% |
| 10Y | +151.7% | +262.1% | -110.4% | +65.4% |
| All | +1,884.6% | +16,094.5% | -14,209.9% | +401.9% |
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