+42.6%
XLP vs OKE
+77.4%
-34.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | +2.3% | -5.0% | +7.3% | +3.1% |
| 30D | +9.1% | -1.6% | +10.7% | +9.3% |
| 3M | +7.9% | -2.2% | +10.1% | +8.1% |
| 6M | +9.6% | +5.0% | +4.6% | +8.3% |
| YTD | +19.4% | +24.8% | -5.3% | +14.1% |
| 1Y | +22.4% | +35.1% | -12.7% | +15.1% |
| 3Y | +43.2% | +57.5% | -14.3% | +27.3% |
| 5Y | +42.6% | +81.5% | -39.0% | +22.2% |
| All | +42.6% | +77.4% | -34.8% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling