+11.2%
XLP vs OKE
+5.3%
+5.8%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +8.3% | -3.1% | +11.5% | +8.4% |
| 3M | +8.7% | -2.6% | +11.3% | +8.6% |
| 6M | +11.2% | +2.8% | +8.4% | +9.6% |
| All | +11.2% | +5.3% | +5.8% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling