+139.5%
XLP vs OKE
+243.0%
-103.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +2.5% | +5.4% | -2.8% | +1.8% |
| 30D | +7.3% | -1.3% | +8.6% | +7.4% |
| 3M | +8.1% | -2.0% | +10.1% | +8.3% |
| 6M | +10.5% | +3.4% | +7.1% | +9.7% |
| YTD | +21.2% | +28.2% | -7.0% | +16.6% |
| 1Y | +22.7% | +35.7% | -12.9% | +17.2% |
| 3Y | +44.8% | +61.0% | -16.2% | +34.0% |
| 5Y | +44.7% | +85.8% | -41.1% | +30.3% |
| All | +139.5% | +243.0% | -103.5% | +109.6% |
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