+217.9%
XLE vs OKE
+138.0%
+79.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +1.7% | +1.2% | +0.4% | +0.8% |
| 30D | +6.7% | +4.5% | +2.2% | +3.3% |
| 3M | +14.9% | +9.6% | +5.3% | +7.3% |
| 6M | +15.9% | +15.4% | +0.5% | +4.1% |
| YTD | +47.7% | +36.5% | +11.2% | +16.9% |
| 1Y | +50.7% | +39.0% | +11.8% | +17.5% |
| 3Y | +57.9% | +74.3% | -16.4% | -1.4% |
| All | +217.9% | +138.0% | +79.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling