+258.5%
OKE vs EL
+26.1%
+232.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.8% |
| 7D | +1.2% | -6.5% | +7.7% | +3.0% |
| 30D | +4.5% | +11.1% | -6.7% | +1.0% |
| 3M | +9.6% | +10.7% | -1.1% | +5.6% |
| 6M | +15.4% | +6.9% | +8.5% | +10.8% |
| YTD | +36.5% | -6.3% | +42.8% | +34.2% |
| 1Y | +39.0% | +13.5% | +25.5% | +27.2% |
| 3Y | +74.3% | -33.1% | +107.4% | +79.6% |
| 5Y | +141.2% | -68.8% | +210.0% | +243.0% |
| All | +258.5% | +26.1% | +232.4% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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