+1,037.2%
XLE vs OKE
+4,653.2%
-3,616.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -0.1% |
| 7D | 0.0% | +1.9% | -1.9% | -1.1% |
| 30D | +12.6% | +12.8% | -0.2% | +5.1% |
| 3M | +11.8% | +11.9% | -0.1% | +4.7% |
| 6M | +16.1% | +14.9% | +1.2% | +6.9% |
| YTD | +46.9% | +37.7% | +9.1% | +21.6% |
| 1Y | +53.3% | +44.1% | +9.2% | +23.5% |
| 3Y | +54.9% | +75.3% | -20.3% | +10.3% |
| 5Y | +225.7% | +144.0% | +81.7% | +93.2% |
| 10Y | +170.7% | +249.7% | -79.1% | +16.1% |
| All | +1,037.2% | +4,653.2% | -3,616.0% | +1.1% |
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