-26.7%
ZTS vs OKE
+43.1%
-69.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.6% | +11.1% | +7.2% |
| 7D | +15.4% | -5.2% | +20.7% | +15.0% |
| 30D | +25.8% | +1.1% | +24.6% | +25.4% |
| 3M | +18.1% | +2.2% | +15.9% | +17.5% |
| 6M | -19.7% | 0.0% | -19.8% | -20.1% |
| YTD | -27.5% | +26.5% | -54.0% | -26.2% |
| 1Y | -26.7% | +44.6% | -71.3% | -25.4% |
| All | -26.7% | +43.1% | -69.9% | -25.4% |
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 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