+258.5%
OKE vs EFX
+42.6%
+215.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +1.2% | -4.5% | +5.8% | +2.7% |
| 30D | +4.5% | -6.1% | +10.6% | +6.2% |
| 3M | +9.6% | +6.2% | +3.4% | +6.2% |
| 6M | +15.4% | -11.2% | +26.6% | +17.7% |
| YTD | +36.5% | -21.4% | +57.9% | +43.9% |
| 1Y | +39.0% | -34.3% | +73.3% | +56.0% |
| 3Y | +74.3% | -12.5% | +86.8% | +68.7% |
| 5Y | +141.2% | -35.6% | +176.8% | +156.2% |
| All | +258.5% | +42.6% | +215.9% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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