+40.5%
EEM vs OKE
+35.9%
+4.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.7% |
| 7D | +2.3% | +0.7% | +1.6% | +2.5% |
| 30D | +4.5% | +9.4% | -4.9% | +6.8% |
| 3M | -0.1% | +8.6% | -8.6% | +2.1% |
| 6M | +16.9% | +15.3% | +1.7% | +19.1% |
| YTD | +26.2% | +34.8% | -8.6% | +27.6% |
| 1Y | +40.5% | +35.3% | +5.2% | +41.4% |
| All | +40.5% | +35.9% | +4.6% | +41.4% |
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