+15,835.0%
OKE vs ECL
+12,677.8%
+3,157.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.7% |
| 7D | -0.2% | -2.7% | +2.5% | +1.1% |
| 30D | +6.1% | -4.3% | +10.4% | +8.1% |
| 3M | +10.4% | +3.2% | +7.2% | +8.3% |
| 6M | +14.2% | -2.9% | +17.1% | +14.2% |
| YTD | +35.3% | +4.3% | +31.1% | +30.5% |
| 1Y | +40.6% | +1.6% | +39.0% | +36.8% |
| 3Y | +72.2% | +54.3% | +18.0% | +34.9% |
| 5Y | +139.6% | +26.5% | +113.1% | +101.2% |
| 10Y | +259.1% | +155.6% | +103.5% | +130.6% |
| All | +15,835.0% | +12,677.8% | +3,157.2% | +4,454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling