+212.6%
IEFA vs OKE
+419.0%
-206.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | -1.5% | +4.5% | -6.0% | -2.4% |
| 3M | +3.4% | +9.6% | -6.2% | +1.2% |
| 6M | +9.5% | +15.4% | -5.9% | +5.5% |
| YTD | +13.0% | +36.5% | -23.4% | +4.8% |
| 1Y | +18.0% | +39.0% | -21.0% | +8.9% |
| 3Y | +65.4% | +74.3% | -8.9% | +43.5% |
| 5Y | +51.6% | +141.2% | -89.6% | +21.8% |
| 10Y | +146.7% | +262.1% | -115.4% | +70.8% |
| All | +212.6% | +419.0% | -206.4% | +105.0% |
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