+547.1%
XYZ vs OKE
+502.8%
+44.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.5% |
| 7D | -1.1% | +5.4% | -6.4% | -2.8% |
| 30D | +11.5% | -1.3% | +12.8% | +11.6% |
| 3M | +1.8% | -2.0% | +3.8% | +1.9% |
| 6M | +21.2% | +3.4% | +17.8% | +17.8% |
| YTD | +29.9% | +28.2% | +1.8% | +15.4% |
| 1Y | +35.8% | +35.7% | +0.1% | +17.8% |
| 3Y | +62.6% | +61.0% | +1.6% | +32.6% |
| 5Y | -62.8% | +85.8% | -148.6% | -70.6% |
| 10Y | +612.0% | +242.1% | +369.9% | +353.4% |
| All | +547.1% | +502.8% | +44.3% | +260.5% |
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