+4,419.1%
XOM vs OKE
+15,943.7%
-11,524.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +4.1% | +4.6% | -0.5% | +2.1% |
| 3M | +10.4% | +6.9% | +3.5% | +7.4% |
| 6M | +13.0% | +15.8% | -2.7% | +6.5% |
| YTD | +40.1% | +35.2% | +4.9% | +24.0% |
| 1Y | +51.1% | +37.6% | +13.5% | +32.7% |
| 3Y | +57.7% | +72.0% | -14.3% | +25.3% |
| 5Y | +264.7% | +139.0% | +125.8% | +156.3% |
| 10Y | +193.1% | +258.7% | -65.6% | +61.1% |
| All | +4,419.1% | +15,943.7% | -11,524.6% | +727.0% |
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