+533.2%
XYZ vs OKE
+533.9%
-0.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -1.7% | +9.4% | -11.1% | -4.9% |
| 3M | +16.7% | +8.6% | +8.2% | +12.6% |
| 6M | +26.9% | +15.3% | +11.6% | +18.6% |
| YTD | +27.1% | +34.8% | -7.6% | +11.5% |
| 1Y | +9.3% | +35.3% | -26.0% | -4.5% |
| 3Y | +42.3% | +69.5% | -27.2% | +14.5% |
| 5Y | -69.3% | +135.2% | -204.5% | -77.3% |
| 10Y | +586.8% | +261.7% | +325.1% | +331.6% |
| All | +533.2% | +533.9% | -0.7% | +248.4% |
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 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