+137.0%
OKE vs ED
+67.9%
+69.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.2% | -0.8% | +2.0% | +1.6% |
| 30D | +4.5% | -0.4% | +4.9% | +4.7% |
| 3M | +9.6% | +0.5% | +9.1% | +9.5% |
| 6M | +15.4% | -3.1% | +18.5% | +16.7% |
| YTD | +36.5% | +9.8% | +26.6% | +31.6% |
| 1Y | +39.0% | +12.6% | +26.4% | +32.4% |
| 3Y | +74.3% | +31.4% | +42.9% | +51.2% |
| All | +137.0% | +67.9% | +69.1% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling