+15,834.9%
OKE vs ED
+2,221.6%
+13,613.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +6.1% | +1.9% | +4.1% | +5.1% |
| 3M | +10.4% | +1.9% | +8.6% | +9.5% |
| 6M | +14.2% | -2.3% | +16.4% | +15.2% |
| YTD | +35.3% | +10.9% | +24.4% | +28.8% |
| 1Y | +40.6% | +14.5% | +26.1% | +31.5% |
| 3Y | +72.2% | +33.4% | +38.8% | +47.5% |
| 5Y | +139.6% | +67.3% | +72.3% | +83.1% |
| 10Y | +259.1% | +110.7% | +148.4% | +124.9% |
| All | +15,834.9% | +2,221.6% | +13,613.3% | +3,422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling