+830.6%
EEM vs OKE
+3,561.6%
-2,731.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +2.4% | +4.6% | -2.2% | +0.6% |
| 3M | +4.2% | +6.9% | -2.8% | +0.8% |
| 6M | +14.8% | +15.8% | -1.0% | +6.9% |
| YTD | +23.1% | +35.2% | -12.1% | +7.5% |
| 1Y | +32.5% | +37.6% | -5.0% | +14.6% |
| 3Y | +85.9% | +72.0% | +13.9% | +43.1% |
| 5Y | +43.6% | +139.0% | -95.4% | -5.8% |
| 10Y | +127.2% | +258.7% | -131.5% | -1.5% |
| All | +830.6% | +3,561.6% | -2,731.0% | -16.0% |
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 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