+559.7%
XLP vs OKE
+4,206.4%
-3,646.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | +2.3% | -5.0% | +7.3% | +3.2% |
| 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% | +8.4% |
| YTD | +19.4% | +24.8% | -5.3% | +14.3% |
| 1Y | +22.4% | +35.1% | -12.7% | +15.5% |
| 3Y | +43.2% | +57.5% | -14.3% | +30.2% |
| 5Y | +42.6% | +81.5% | -39.0% | +25.0% |
| 10Y | +135.4% | +225.3% | -89.9% | +71.8% |
| All | +559.7% | +4,206.4% | -3,646.7% | +138.9% |
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