+7.6%
XLF vs OKE
+40.5%
-32.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.7% |
| 7D | -1.5% | +1.2% | -2.7% | -1.4% |
| 30D | -1.2% | +4.5% | -5.6% | -1.0% |
| 3M | +9.2% | +9.6% | -0.4% | +9.3% |
| 6M | +16.3% | +15.4% | +1.0% | +15.9% |
| YTD | +5.4% | +36.5% | -31.0% | +3.1% |
| 1Y | +7.6% | +39.0% | -31.4% | +3.9% |
| All | +7.6% | +40.5% | -32.9% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling