+137.0%
OKE vs ELF
+217.5%
-80.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.9% |
| 7D | +1.2% | -11.6% | +12.9% | +1.9% |
| 30D | +4.5% | +4.6% | -0.1% | +4.1% |
| 3M | +9.6% | +59.7% | -50.1% | +6.1% |
| 6M | +15.4% | +21.2% | -5.8% | +13.5% |
| YTD | +36.5% | +27.4% | +9.0% | +33.1% |
| 1Y | +39.0% | -29.8% | +68.8% | +41.2% |
| 3Y | +74.3% | -28.5% | +102.8% | +66.2% |
| All | +137.0% | +217.5% | -80.5% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling