+165.6%
ZTS vs OKE
+403.2%
-237.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -2.0% | +6.1% | -8.1% | -3.1% |
| 3M | -10.2% | +10.4% | -20.6% | -11.8% |
| 6M | -39.4% | +14.2% | -53.6% | -41.0% |
| YTD | -40.8% | +35.3% | -76.2% | -44.2% |
| 1Y | -50.1% | +40.6% | -90.7% | -53.3% |
| 3Y | -58.9% | +72.2% | -131.1% | -63.1% |
| 5Y | -62.4% | +139.6% | -202.0% | -68.2% |
| 10Y | +58.8% | +259.1% | -200.3% | +19.3% |
| All | +165.6% | +403.2% | -237.7% | +85.2% |
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 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