+30.9%
XLB vs OKE
+70.8%
-39.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -4.7% | +4.6% | -9.2% | -5.6% |
| 3M | +2.7% | +6.9% | -4.2% | +1.0% |
| 6M | +2.6% | +15.8% | -13.2% | -1.9% |
| YTD | +12.8% | +35.2% | -22.3% | +2.5% |
| 1Y | +14.0% | +37.6% | -23.6% | +2.8% |
| All | +30.9% | +70.8% | -39.9% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling