+3,846.9%
EMR vs OKE
+15,960.4%
-12,113.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -5.0% | +6.1% | -11.0% | -7.1% |
| 3M | +5.9% | +10.4% | -4.5% | +1.4% |
| 6M | +7.3% | +14.2% | -6.8% | +0.4% |
| YTD | +14.6% | +35.3% | -20.8% | +0.1% |
| 1Y | +15.6% | +40.6% | -25.0% | -0.7% |
| 3Y | +60.2% | +72.2% | -12.0% | +26.1% |
| 5Y | +65.8% | +139.6% | -73.8% | +13.6% |
| 10Y | +277.4% | +259.1% | +18.3% | +99.4% |
| All | +3,846.9% | +15,960.4% | -12,113.5% | +581.2% |
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