+5.7%
XLP vs OKE
+40.5%
-34.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.0% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -2.2% | +6.1% | -8.3% | -2.7% |
| 3M | -0.6% | +10.4% | -11.0% | -1.5% |
| 6M | -2.2% | +14.2% | -16.3% | -3.3% |
| YTD | +8.3% | +35.3% | -27.1% | +3.9% |
| 1Y | +5.7% | +40.6% | -34.9% | 0.0% |
| All | +5.7% | +40.5% | -34.8% | 0.0% |
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 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