+69.4%
EMR vs OKE
+138.0%
-68.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.2% |
| 7D | -0.4% | +1.2% | -1.7% | -0.9% |
| 30D | -6.8% | +4.5% | -11.3% | -8.4% |
| 3M | +7.5% | +9.6% | -2.1% | +3.2% |
| 6M | +9.9% | +15.4% | -5.5% | +1.8% |
| YTD | +16.0% | +36.5% | -20.5% | -1.3% |
| 1Y | +12.4% | +39.0% | -26.5% | -5.4% |
| 3Y | +60.2% | +74.3% | -14.0% | +18.9% |
| All | +69.4% | +138.0% | -68.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling