+117.8%
EW vs OKE
+266.1%
-148.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -6.2% | +1.2% | -7.4% | -6.4% |
| 30D | -9.3% | +4.5% | -13.8% | -10.3% |
| 3M | -1.6% | +9.6% | -11.2% | -3.9% |
| 6M | -0.8% | +15.4% | -16.2% | -4.7% |
| YTD | -1.0% | +36.5% | -37.5% | -8.9% |
| 1Y | +8.2% | +39.0% | -30.8% | -1.0% |
| 3Y | +12.7% | +74.3% | -61.6% | -4.0% |
| 5Y | -30.2% | +141.2% | -171.4% | -45.7% |
| All | +117.8% | +266.1% | -148.3% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling