+136.2%
XLP vs OKE
+239.6%
-103.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.2% | +3.0% | -3.2% | -0.6% |
| 30D | +8.2% | -3.8% | +11.9% | +8.6% |
| 3M | +7.7% | -2.8% | +10.6% | +8.0% |
| 6M | +9.3% | +2.8% | +6.5% | +8.6% |
| YTD | +19.5% | +26.9% | -7.4% | +15.2% |
| 1Y | +21.0% | +35.4% | -14.4% | +15.6% |
| 3Y | +43.2% | +60.1% | -16.9% | +32.6% |
| 5Y | +42.7% | +84.0% | -41.2% | +28.6% |
| All | +136.2% | +239.6% | -103.5% | +107.0% |
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