+56.2%
EMR vs OKE
+70.8%
-14.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -9.4% | +4.6% | -14.0% | -10.6% |
| 3M | +8.6% | +6.9% | +1.6% | +6.1% |
| 6M | +6.7% | +15.8% | -9.1% | -0.3% |
| YTD | +13.1% | +35.2% | -22.1% | -2.3% |
| 1Y | +12.7% | +37.6% | -24.8% | -3.6% |
| All | +56.2% | +70.8% | -14.5% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling