+47.2%
XYZ vs OKE
+70.9%
-23.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +0.5% | +6.1% | -5.5% | -1.4% |
| 3M | +16.3% | +10.4% | +5.8% | +11.6% |
| 6M | +21.1% | +14.2% | +7.0% | +12.9% |
| YTD | +22.0% | +35.3% | -13.3% | +3.0% |
| 1Y | +5.2% | +40.6% | -35.5% | -13.6% |
| All | +47.2% | +70.9% | -23.7% | +5.8% |
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