+258.5%
OKE vs EMB
+30.3%
+228.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -1.2% | +2.4% | +3.5% |
| 30D | +4.5% | -1.3% | +5.7% | +6.8% |
| 3M | +9.6% | -1.8% | +11.4% | +12.8% |
| 6M | +15.4% | +0.2% | +15.2% | +13.3% |
| YTD | +36.5% | +0.4% | +36.1% | +33.4% |
| 1Y | +39.0% | +2.8% | +36.1% | +29.6% |
| 3Y | +74.3% | +29.1% | +45.2% | +3.2% |
| 5Y | +141.2% | +6.3% | +134.9% | +130.1% |
| All | +258.5% | +30.3% | +228.2% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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