+169.4%
XLV vs OKE
+266.1%
-96.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.8% |
| 30D | -1.8% | +4.5% | -6.3% | -2.6% |
| 3M | +7.8% | +9.6% | -1.8% | +6.0% |
| 6M | +9.1% | +15.4% | -6.3% | +6.1% |
| YTD | +7.7% | +36.5% | -28.7% | +1.6% |
| 1Y | +20.4% | +39.0% | -18.6% | +13.1% |
| 3Y | +30.8% | +74.3% | -43.5% | +16.9% |
| 5Y | +34.6% | +141.2% | -106.6% | +12.9% |
| All | +169.4% | +266.1% | -96.7% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling