+44.6%
OKE vs EME
-3.1%
+47.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.6% | +6.0% | -4.0% |
| 7D | -5.2% | -5.8% | +0.6% | -5.4% |
| 30D | +1.1% | -17.9% | +19.1% | +0.2% |
| 3M | +2.2% | -22.0% | +24.2% | +0.7% |
| 6M | 0.0% | -29.7% | +29.7% | -2.0% |
| YTD | +26.5% | +4.7% | +21.8% | +29.3% |
| 1Y | +44.6% | -2.1% | +46.7% | +48.0% |
| All | +44.6% | -3.1% | +47.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling