+258.5%
OKE vs ECL
+160.1%
+98.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | -0.1% |
| 7D | +1.2% | -1.1% | +2.4% | +1.9% |
| 30D | +4.5% | -0.8% | +5.3% | +4.9% |
| 3M | +9.6% | +5.0% | +4.6% | +5.6% |
| 6M | +15.4% | +0.2% | +15.1% | +13.2% |
| YTD | +36.5% | +5.8% | +30.7% | +28.4% |
| 1Y | +39.0% | +1.5% | +37.4% | +33.7% |
| 3Y | +74.3% | +55.0% | +19.3% | +20.8% |
| 5Y | +141.2% | +29.3% | +111.9% | +86.2% |
| All | +258.5% | +160.1% | +98.4% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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