+91.2%
EWZ vs OKE
+262.7%
-171.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.1% | 0.0% | +1.2% | +1.1% |
| 30D | +13.5% | +4.6% | +8.9% | +11.5% |
| 3M | +15.2% | +6.9% | +8.3% | +11.8% |
| 6M | +3.7% | +15.8% | -12.0% | -3.1% |
| YTD | +22.5% | +35.2% | -12.7% | +7.4% |
| 1Y | +35.3% | +37.6% | -2.3% | +17.4% |
| 3Y | +50.2% | +72.0% | -21.8% | +16.1% |
| 5Y | +64.6% | +139.0% | -74.4% | +9.5% |
| All | +91.2% | +262.7% | -171.4% | -4.2% |
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