+43.2%
XLP vs OKE
+57.2%
-14.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | +2.3% | -5.0% | +7.3% | +2.9% |
| 30D | +9.1% | -1.6% | +10.7% | +9.2% |
| 3M | +7.9% | -2.2% | +10.1% | +8.0% |
| 6M | +9.6% | +5.0% | +4.6% | +8.7% |
| YTD | +19.4% | +24.8% | -5.3% | +15.4% |
| 1Y | +22.4% | +35.1% | -12.7% | +17.0% |
| 3Y | +43.2% | +57.5% | -14.3% | +29.6% |
| All | +43.2% | +57.2% | -14.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling