+60.1%
EWZ vs OKE
+140.8%
-80.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +8.2% | +6.1% | +2.1% | +6.1% |
| 3M | +13.3% | +10.4% | +2.9% | +9.3% |
| 6M | +3.6% | +14.2% | -10.6% | -1.9% |
| YTD | +21.0% | +35.3% | -14.4% | +7.3% |
| 1Y | +34.7% | +40.6% | -6.0% | +17.4% |
| 3Y | +48.3% | +72.2% | -23.9% | +13.2% |
| 5Y | +60.1% | +139.6% | -79.5% | +1.4% |
| All | +60.1% | +140.8% | -80.7% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling