+1,208.0%
OKE vs EMB
+131.4%
+1,076.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +6.1% | -0.3% | +6.3% | +6.4% |
| 3M | +10.4% | -0.3% | +10.7% | +10.5% |
| 6M | +14.2% | +0.7% | +13.4% | +12.1% |
| YTD | +35.3% | +1.3% | +34.1% | +32.0% |
| 1Y | +40.6% | +4.7% | +35.9% | +31.4% |
| 3Y | +72.2% | +30.1% | +42.1% | +22.2% |
| 5Y | +139.6% | +6.9% | +132.8% | +119.0% |
| 10Y | +259.1% | +30.7% | +228.4% | +189.5% |
| All | +1,208.0% | +131.4% | +1,076.6% | +825.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling