+586.2%
EWT vs OKE
+5,431.7%
-4,845.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | -1.1% | +1.2% | -2.4% | -1.5% |
| 30D | +4.5% | +4.5% | 0.0% | +3.0% |
| 3M | +8.3% | +9.6% | -1.4% | +4.8% |
| 6M | +54.2% | +15.4% | +38.9% | +46.1% |
| YTD | +74.6% | +36.5% | +38.1% | +56.7% |
| 1Y | +84.9% | +39.0% | +45.9% | +64.8% |
| 3Y | +197.5% | +74.3% | +123.2% | +143.7% |
| 5Y | +150.6% | +141.2% | +9.4% | +82.9% |
| 10Y | +516.1% | +262.1% | +254.0% | +234.0% |
| All | +586.2% | +5,431.7% | -4,845.5% | +26.6% |
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 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