-1.6%
XLY vs OKE
+40.8%
-42.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -4.4% |
| 7D | +1.2% | -9.0% | +10.2% | -0.9% |
| 30D | +5.3% | -2.3% | +7.6% | +4.7% |
| 3M | -0.6% | 0.0% | -0.6% | -0.4% |
| 6M | +0.1% | -2.0% | +2.0% | +0.1% |
| YTD | -0.9% | +23.2% | -24.0% | +1.0% |
| 1Y | -1.6% | +36.6% | -38.2% | +0.3% |
| All | -1.6% | +40.8% | -42.3% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling