+15,818.3%
OKE vs EFX
+6,077.1%
+9,741.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | -11.1% | +11.1% | +3.3% |
| 30D | +4.6% | -7.4% | +12.0% | +6.6% |
| 3M | +6.9% | +1.5% | +5.5% | +5.4% |
| 6M | +15.8% | -13.7% | +29.5% | +18.7% |
| YTD | +35.2% | -21.9% | +57.0% | +41.6% |
| 1Y | +37.6% | -30.8% | +68.4% | +48.9% |
| 3Y | +72.0% | -12.4% | +84.4% | +69.4% |
| 5Y | +139.0% | -35.9% | +174.9% | +152.4% |
| 10Y | +258.7% | +41.0% | +217.7% | +196.4% |
| All | +15,818.3% | +6,077.1% | +9,741.3% | +6,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling