+253.1%
OKE vs ELF
+317.0%
-63.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | -1.1% |
| 7D | -0.2% | -6.8% | +6.6% | +0.9% |
| 30D | +6.1% | +5.1% | +1.0% | +5.0% |
| 3M | +10.4% | +79.8% | -69.3% | -0.5% |
| 6M | +14.2% | +29.7% | -15.6% | +7.7% |
| YTD | +35.3% | +31.6% | +3.7% | +26.1% |
| 1Y | +40.6% | -27.9% | +68.5% | +42.7% |
| 3Y | +72.2% | -26.4% | +98.6% | +57.7% |
| 5Y | +139.6% | +235.6% | -96.0% | +37.9% |
| All | +253.1% | +317.0% | -63.9% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling