+44.7%
EWZ vs OKE
+70.9%
-26.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +8.2% | +6.1% | +2.1% | +6.9% |
| 3M | +13.3% | +10.4% | +2.9% | +10.8% |
| 6M | +3.6% | +14.2% | -10.6% | -0.1% |
| YTD | +21.0% | +35.3% | -14.4% | +11.0% |
| 1Y | +34.7% | +40.6% | -6.0% | +22.0% |
| All | +44.7% | +70.9% | -26.2% | +11.7% |
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 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