+102.4%
XLP vs OKE
+262.7%
-160.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -1.9% | +4.6% | -6.5% | -2.5% |
| 3M | -2.1% | +6.9% | -9.1% | -3.1% |
| 6M | -1.8% | +15.8% | -17.6% | -4.0% |
| YTD | +8.3% | +35.2% | -26.9% | +3.6% |
| 1Y | +6.8% | +37.6% | -30.8% | +1.9% |
| 3Y | +25.7% | +72.0% | -46.3% | +15.3% |
| 5Y | +31.9% | +139.0% | -107.0% | +15.1% |
| All | +102.4% | +262.7% | -160.2% | +68.5% |
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