+72.7%
OKE vs EMB
+29.4%
+43.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.6% |
| 30D | +4.6% | -1.1% | +5.7% | +5.2% |
| 3M | +6.9% | -0.8% | +7.7% | +7.2% |
| 6M | +15.8% | -0.1% | +15.8% | +15.2% |
| YTD | +35.2% | +0.4% | +34.7% | +33.8% |
| 1Y | +37.6% | +3.3% | +34.3% | +32.1% |
| All | +72.7% | +29.4% | +43.3% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling