+508.9%
XLP vs OKE
+4,551.8%
-4,042.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -0.9% | +9.4% | -10.3% | -2.4% |
| 3M | +3.8% | +8.6% | -4.8% | +2.2% |
| 6M | -1.7% | +15.3% | -17.0% | -4.4% |
| YTD | +10.3% | +34.8% | -24.5% | +4.3% |
| 1Y | +7.8% | +35.3% | -27.5% | +1.8% |
| 3Y | +27.2% | +69.5% | -42.3% | +14.2% |
| 5Y | +32.5% | +135.2% | -102.7% | +11.3% |
| 10Y | +101.8% | +261.7% | -159.9% | +44.5% |
| All | +508.9% | +4,551.8% | -4,042.9% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling