+137.0%
OKE vs EMB
+6.3%
+130.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | -1.2% | +2.4% | +2.2% |
| 30D | +4.5% | -1.3% | +5.7% | +5.4% |
| 3M | +9.6% | -1.8% | +11.4% | +10.9% |
| 6M | +15.4% | +0.2% | +15.2% | +14.6% |
| YTD | +36.5% | +0.4% | +36.1% | +35.2% |
| 1Y | +39.0% | +2.8% | +36.1% | +34.8% |
| 3Y | +74.3% | +29.1% | +45.2% | +40.3% |
| All | +137.0% | +6.3% | +130.7% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling