+15,835.0%
OKE vs EIX
+1,097.9%
+14,737.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.7% |
| 7D | -0.2% | +4.1% | -4.3% | -1.5% |
| 30D | +6.1% | -15.3% | +21.4% | +10.0% |
| 3M | +10.4% | -18.4% | +28.9% | +15.7% |
| 6M | +14.2% | -16.8% | +31.0% | +18.5% |
| YTD | +35.3% | -0.6% | +35.9% | +31.9% |
| 1Y | +40.6% | +10.7% | +30.0% | +31.9% |
| 3Y | +72.2% | -4.5% | +76.7% | +67.0% |
| 5Y | +139.6% | +24.0% | +115.6% | +112.0% |
| 10Y | +259.1% | +22.9% | +236.2% | +218.5% |
| All | +15,835.0% | +1,097.9% | +14,737.0% | +7,907.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling