+359.2%
OKE vs EOSE
-60.6%
+419.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +1.2% | +1.8% | -0.6% | +1.2% |
| 30D | +4.5% | -6.8% | +11.3% | +4.6% |
| 3M | +9.6% | -36.3% | +45.9% | +10.9% |
| 6M | +15.4% | -38.8% | +54.1% | +16.0% |
| YTD | +36.5% | -65.5% | +102.0% | +39.3% |
| 1Y | +39.0% | -45.3% | +84.3% | +37.5% |
| 3Y | +74.3% | +44.2% | +30.1% | +55.2% |
| 5Y | +141.2% | -69.5% | +210.7% | +108.9% |
| All | +359.2% | -60.6% | +419.8% | +349.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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