+388.2%
EFA vs OKE
+4,146.5%
-3,758.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | -1.5% | +1.2% | -2.8% | -1.9% |
| 30D | -1.7% | +4.5% | -6.1% | -3.1% |
| 3M | +3.5% | +9.6% | -6.1% | +0.1% |
| 6M | +9.5% | +15.4% | -5.9% | +3.4% |
| YTD | +12.9% | +36.5% | -23.6% | +0.6% |
| 1Y | +18.2% | +39.0% | -20.8% | +4.5% |
| 3Y | +64.8% | +74.3% | -9.5% | +32.6% |
| 5Y | +53.9% | +141.2% | -87.3% | +9.2% |
| 10Y | +144.8% | +262.1% | -117.3% | +27.3% |
| All | +388.2% | +4,146.5% | -3,758.3% | -28.4% |
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 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