+28.0%
XLP vs OKE
+71.7%
-43.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -0.9% | +9.4% | -10.3% | -1.9% |
| 3M | +3.8% | +8.6% | -4.8% | +2.7% |
| 6M | -1.7% | +15.3% | -17.0% | -3.6% |
| YTD | +10.3% | +34.8% | -24.5% | +5.8% |
| 1Y | +7.8% | +35.3% | -27.5% | +3.3% |
| All | +28.0% | +71.7% | -43.7% | +16.1% |
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