+222.9%
EWY vs OKE
+72.4%
+150.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.2% |
| 7D | -0.1% | +1.2% | -1.3% | -0.1% |
| 30D | +7.3% | +4.5% | +2.8% | +7.3% |
| 3M | -5.1% | +9.6% | -14.7% | -5.3% |
| 6M | +42.1% | +15.4% | +26.7% | +39.6% |
| YTD | +94.1% | +36.5% | +57.7% | +84.0% |
| 1Y | +147.8% | +39.0% | +108.9% | +133.7% |
| 3Y | +222.9% | +74.3% | +148.6% | +171.0% |
| All | +222.9% | +72.4% | +150.5% | +171.0% |
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