+7.2%
XYZ vs OKE
+40.5%
-33.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.2% | 0.0% | -5.1% | -5.1% |
| 30D | 0.0% | +4.6% | -4.6% | +1.4% |
| 3M | +18.7% | +6.9% | +11.7% | +21.4% |
| 6M | +20.5% | +15.8% | +4.8% | +23.5% |
| YTD | +21.5% | +35.2% | -13.7% | +23.7% |
| 1Y | +7.2% | +37.6% | -30.4% | +8.2% |
| All | +7.2% | +40.5% | -33.3% | +8.2% |
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