+255.2%
OKE vs ACWI
+230.9%
+24.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.9% |
| 7D | 0.0% | -1.9% | +1.9% | +2.3% |
| 30D | +4.6% | -1.3% | +5.9% | +6.1% |
| 3M | +6.9% | +5.0% | +2.0% | -0.3% |
| 6M | +15.8% | +11.7% | +4.0% | -1.9% |
| YTD | +35.2% | +13.0% | +22.2% | +12.3% |
| 1Y | +37.6% | +19.2% | +18.3% | +6.0% |
| 3Y | +72.0% | +75.0% | -3.0% | -21.9% |
| 5Y | +139.0% | +67.1% | +71.9% | +15.1% |
| All | +255.2% | +230.9% | +24.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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