+256.0%
OKE vs ELF
+303.8%
-47.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +1.2% | -11.6% | +12.9% | +3.2% |
| 30D | +4.5% | +4.6% | -0.1% | +3.5% |
| 3M | +9.6% | +59.7% | -50.1% | +0.7% |
| 6M | +15.4% | +21.2% | -5.8% | +10.0% |
| YTD | +36.5% | +27.4% | +9.0% | +27.8% |
| 1Y | +39.0% | -29.8% | +68.8% | +41.6% |
| 3Y | +74.3% | -28.5% | +102.8% | +60.2% |
| 5Y | +141.2% | +220.0% | -78.8% | +40.1% |
| All | +256.0% | +303.8% | -47.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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