+6,206.9%
EW vs OKE
+6,261.6%
-54.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.1% |
| 7D | -4.4% | +1.9% | -6.3% | -4.9% |
| 30D | -3.3% | +12.8% | -16.2% | -6.2% |
| 3M | +1.0% | +11.9% | -10.9% | -2.0% |
| 6M | +6.2% | +14.9% | -8.6% | +2.0% |
| YTD | +1.7% | +37.7% | -36.0% | -7.0% |
| 1Y | +8.1% | +44.1% | -35.9% | -2.4% |
| 3Y | +17.1% | +75.3% | -58.2% | -1.0% |
| 5Y | -29.4% | +144.0% | -173.4% | -45.8% |
| 10Y | +121.7% | +249.7% | -128.0% | +39.1% |
| All | +6,206.9% | +6,261.6% | -54.7% | +989.2% |
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