+32.0%
XLP vs OKE
+142.5%
-110.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.0% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | -1.3% | +12.8% | -14.1% | -3.3% |
| 3M | +1.8% | +11.9% | -10.1% | -0.1% |
| 6M | -0.8% | +14.9% | -15.7% | -3.4% |
| YTD | +9.5% | +37.7% | -28.2% | +3.1% |
| 1Y | +7.2% | +44.1% | -36.9% | 0.0% |
| 3Y | +27.1% | +75.3% | -48.1% | +11.4% |
| 5Y | +32.0% | +144.0% | -112.0% | +7.3% |
| All | +32.0% | +142.5% | -110.4% | +7.3% |
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