+60.5%
XOM vs OKE
+72.4%
-11.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | 0.0% |
| 7D | +4.1% | +1.2% | +2.8% | +3.4% |
| 30D | +4.6% | +4.5% | +0.1% | +2.1% |
| 3M | +14.0% | +9.6% | +4.3% | +8.4% |
| 6M | +11.0% | +15.4% | -4.4% | +2.9% |
| YTD | +40.7% | +36.5% | +4.2% | +19.9% |
| 1Y | +52.3% | +39.0% | +13.3% | +28.5% |
| 3Y | +60.5% | +74.3% | -13.8% | +12.8% |
| All | +60.5% | +72.4% | -11.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling