-59.1%
ZTS vs OKE
+72.4%
-131.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | -3.7% | +1.2% | -5.0% | -4.0% |
| 30D | -0.8% | +4.5% | -5.3% | -1.7% |
| 3M | -9.7% | +9.6% | -19.3% | -11.5% |
| 6M | -38.4% | +15.4% | -53.8% | -40.4% |
| YTD | -41.1% | +36.5% | -77.6% | -45.4% |
| 1Y | -50.6% | +39.0% | -89.6% | -54.5% |
| 3Y | -59.1% | +74.3% | -133.4% | -67.0% |
| All | -59.1% | +72.4% | -131.5% | -67.0% |
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