+164.3%
EWY vs OKE
+35.9%
+128.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.4% |
| 7D | +4.8% | +0.7% | +4.1% | +5.2% |
| 30D | +11.7% | +9.4% | +2.3% | +16.6% |
| 3M | -7.4% | +8.6% | -16.0% | -3.0% |
| 6M | +40.6% | +15.3% | +25.3% | +46.3% |
| YTD | +94.3% | +34.8% | +59.5% | +102.6% |
| 1Y | +164.3% | +35.3% | +129.0% | +179.7% |
| All | +164.3% | +35.9% | +128.4% | +179.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling