+44.6%
OKE vs EIX
+18.9%
+25.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.8% | -3.8% |
| 7D | -5.2% | +4.5% | -9.7% | -5.4% |
| 30D | +1.1% | +15.2% | -14.1% | +0.3% |
| 3M | +2.2% | -11.6% | +13.8% | +3.1% |
| 6M | 0.0% | -8.4% | +8.4% | -0.5% |
| YTD | +26.5% | +8.2% | +18.3% | +14.3% |
| 1Y | +44.6% | +16.6% | +28.0% | +27.5% |
| All | +44.6% | +18.9% | +25.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling