-62.3%
ZTS vs OKE
+138.0%
-200.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | -3.7% | +1.2% | -5.0% | -4.1% |
| 30D | -0.8% | +4.5% | -5.3% | -2.0% |
| 3M | -9.7% | +9.6% | -19.3% | -12.0% |
| 6M | -38.4% | +15.4% | -53.8% | -41.0% |
| YTD | -41.1% | +36.5% | -77.6% | -46.4% |
| 1Y | -50.6% | +39.0% | -89.6% | -55.4% |
| 3Y | -59.1% | +74.3% | -133.4% | -66.7% |
| All | -62.3% | +138.0% | -200.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling