+66.5%
EWZ vs OKE
+243.0%
-176.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | +0.8% | +5.4% | -4.6% | -1.2% |
| 30D | -24.4% | -1.3% | -23.0% | -24.1% |
| 3M | -4.6% | -2.0% | -2.6% | -4.3% |
| 6M | -11.6% | +3.4% | -15.0% | -13.6% |
| YTD | +2.4% | +28.2% | -25.8% | -8.7% |
| 1Y | +2.1% | +35.7% | -33.6% | -11.1% |
| 3Y | +18.7% | +61.0% | -42.3% | -5.9% |
| 5Y | +54.2% | +85.8% | -31.6% | +13.2% |
| All | +66.5% | +243.0% | -176.5% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling