+1,193.7%
EWY vs OKE
+5,726.0%
-4,532.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +1.2% | 0.0% | +1.3% | +1.2% |
| 30D | +9.3% | +4.6% | +4.7% | +7.4% |
| 3M | +2.4% | +6.9% | -4.5% | -1.0% |
| 6M | +40.3% | +15.8% | +24.5% | +30.2% |
| YTD | +88.0% | +35.2% | +52.8% | +64.1% |
| 1Y | +143.8% | +37.6% | +106.2% | +110.7% |
| 3Y | +217.8% | +72.0% | +145.7% | +146.0% |
| 5Y | +142.7% | +139.0% | +3.8% | +62.2% |
| 10Y | +291.7% | +258.7% | +33.0% | +80.5% |
| All | +1,193.7% | +5,726.0% | -4,532.3% | +41.9% |
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