+811.7%
XLB vs OKE
+4,653.2%
-3,841.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.7% |
| 7D | -0.2% | +1.9% | -2.2% | -0.9% |
| 30D | -1.7% | +12.8% | -14.6% | -6.1% |
| 3M | +4.4% | +11.9% | -7.6% | -0.4% |
| 6M | +5.0% | +14.9% | -9.8% | -1.4% |
| YTD | +15.5% | +37.7% | -22.2% | +1.1% |
| 1Y | +14.9% | +44.1% | -29.1% | -1.3% |
| 3Y | +34.5% | +75.3% | -40.7% | +5.4% |
| 5Y | +36.5% | +144.0% | -107.5% | -6.7% |
| 10Y | +159.6% | +249.7% | -90.1% | +31.6% |
| All | +811.7% | +4,653.2% | -3,841.5% | +33.4% |
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