+15.9%
EW vs OKE
+70.8%
-54.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | 0.0% | -3.3% | -3.4% |
| 30D | -7.4% | +4.6% | -11.9% | -7.9% |
| 3M | +0.9% | +6.9% | -6.0% | 0.0% |
| 6M | +1.2% | +15.8% | -14.6% | -1.1% |
| YTD | +1.8% | +35.2% | -33.4% | -3.3% |
| 1Y | +10.8% | +37.6% | -26.7% | +4.9% |
| All | +15.9% | +70.8% | -54.9% | +3.5% |
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