+4,144.2%
OKE vs ELV
+2,514.3%
+1,629.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -1.0% |
| 7D | +1.2% | +2.8% | -1.5% | +0.3% |
| 30D | +4.5% | +4.9% | -0.4% | +2.7% |
| 3M | +9.6% | +4.9% | +4.7% | +7.1% |
| 6M | +15.4% | +45.1% | -29.7% | +0.2% |
| YTD | +36.5% | +20.7% | +15.8% | +24.9% |
| 1Y | +39.0% | +35.0% | +3.9% | +21.6% |
| 3Y | +74.3% | -2.4% | +76.7% | +64.9% |
| 5Y | +141.2% | +25.5% | +115.7% | +103.3% |
| 10Y | +262.1% | +277.1% | -15.0% | +106.2% |
| All | +4,144.2% | +2,514.3% | +1,629.9% | +1,235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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