+128.5%
EEM vs OKE
+266.1%
-137.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.1% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +2.1% | +4.5% | -2.4% | +1.1% |
| 3M | +1.0% | +9.6% | -8.6% | -1.3% |
| 6M | +15.9% | +15.4% | +0.5% | +11.4% |
| YTD | +24.6% | +36.5% | -11.8% | +14.9% |
| 1Y | +32.3% | +39.0% | -6.7% | +21.3% |
| 3Y | +85.9% | +74.3% | +11.6% | +59.3% |
| 5Y | +45.4% | +141.2% | -95.8% | +14.2% |
| All | +128.5% | +266.1% | -137.5% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling