+143.7%
XLC vs OKE
+138.4%
+5.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.8% |
| 7D | +0.5% | +1.2% | -0.7% | +0.2% |
| 30D | +2.1% | +4.5% | -2.4% | +1.1% |
| 3M | +0.7% | +9.6% | -8.9% | -1.5% |
| 6M | -3.2% | +15.4% | -18.6% | -6.8% |
| YTD | -3.8% | +36.5% | -40.3% | -11.0% |
| 1Y | -2.0% | +39.0% | -41.0% | -9.9% |
| 3Y | +71.4% | +74.3% | -2.9% | +48.2% |
| 5Y | +40.7% | +141.2% | -100.5% | +12.8% |
| All | +143.7% | +138.4% | +5.3% | +90.6% |
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