+55.0%
XOP vs OKE
+266.1%
-211.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | +2.6% | +1.2% | +1.4% | +1.6% |
| 30D | +9.6% | +4.5% | +5.1% | +5.9% |
| 3M | +20.4% | +9.6% | +10.7% | +12.1% |
| 6M | +19.9% | +15.4% | +4.5% | +7.3% |
| YTD | +56.4% | +36.5% | +19.9% | +23.0% |
| 1Y | +52.4% | +39.0% | +13.5% | +18.2% |
| 3Y | +39.9% | +74.3% | -34.4% | -9.5% |
| 5Y | +163.7% | +141.2% | +22.5% | +38.0% |
| All | +55.0% | +266.1% | -211.1% | -32.4% |
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