+1,084.6%
XLI vs OKE
+4,566.0%
-3,481.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -8.2% | +4.6% | -12.7% | -9.5% |
| 3M | +0.8% | +6.9% | -6.2% | -1.8% |
| 6M | +0.8% | +15.8% | -14.9% | -4.9% |
| YTD | +10.5% | +35.2% | -24.7% | -1.4% |
| 1Y | +14.1% | +37.6% | -23.5% | +1.0% |
| 3Y | +68.6% | +72.0% | -3.4% | +36.6% |
| 5Y | +80.4% | +139.0% | -58.6% | +29.1% |
| 10Y | +254.6% | +258.7% | -4.1% | +93.7% |
| All | +1,084.6% | +4,566.0% | -3,481.3% | +113.2% |
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