+258.5%
OKE vs EFV
+169.9%
+88.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | -0.4% |
| 7D | +1.2% | -0.8% | +2.1% | +2.2% |
| 30D | +4.5% | +0.6% | +3.9% | +3.5% |
| 3M | +9.6% | +7.5% | +2.1% | -0.4% |
| 6M | +15.4% | +13.0% | +2.3% | -3.5% |
| YTD | +36.5% | +18.3% | +18.1% | +6.8% |
| 1Y | +39.0% | +26.7% | +12.2% | -0.9% |
| 3Y | +74.3% | +89.6% | -15.3% | -29.9% |
| 5Y | +141.2% | +98.2% | +43.0% | -9.8% |
| All | +258.5% | +169.9% | +88.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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