+16.9%
XLB vs OKE
+35.9%
-18.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.4% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | -0.4% | +9.4% | -9.8% | -0.1% |
| 3M | +2.0% | +8.6% | -6.6% | +2.2% |
| 6M | +1.8% | +15.3% | -13.5% | +0.8% |
| YTD | +16.6% | +34.8% | -18.2% | +11.9% |
| 1Y | +16.9% | +35.3% | -18.3% | +10.0% |
| All | +16.9% | +35.9% | -18.9% | +10.0% |
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