+159.8%
XLB vs OKE
+266.1%
-106.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -2.8% | +1.2% | -4.1% | -3.2% |
| 30D | -3.1% | +4.5% | -7.6% | -4.4% |
| 3M | -0.2% | +9.6% | -9.8% | -3.2% |
| 6M | +3.1% | +15.4% | -12.3% | -2.3% |
| YTD | +13.3% | +36.5% | -23.2% | +1.6% |
| 1Y | +12.0% | +39.0% | -26.9% | -0.2% |
| 3Y | +31.4% | +74.3% | -42.9% | +7.5% |
| 5Y | +33.9% | +141.2% | -107.3% | -1.5% |
| All | +159.8% | +266.1% | -106.3% | +60.7% |
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