+432.5%
EWZ vs OKE
+5,414.0%
-4,981.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | +0.7% | +5.8% | +6.2% |
| 30D | +4.8% | +9.4% | -4.5% | +0.2% |
| 3M | +9.9% | +8.6% | +1.3% | +4.9% |
| 6M | +1.9% | +15.3% | -13.3% | -6.4% |
| YTD | +20.3% | +34.8% | -14.5% | +2.0% |
| 1Y | +35.6% | +35.3% | +0.4% | +14.3% |
| 3Y | +43.4% | +69.5% | -26.0% | +4.7% |
| 5Y | +55.9% | +135.2% | -79.2% | -5.9% |
| 10Y | +84.2% | +261.7% | -177.6% | -27.1% |
| All | +432.5% | +5,414.0% | -4,981.4% | -47.3% |
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