+61.0%
OKE vs ES
+53.3%
+7.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.4% | +2.7% | +2.6% | +4.7% |
| 30D | -1.3% | +7.6% | -8.9% | -3.2% |
| 3M | -2.0% | +0.5% | -2.5% | -2.2% |
| 6M | +3.4% | +7.6% | -4.2% | +1.4% |
| YTD | +28.2% | +10.2% | +17.9% | +24.1% |
| 1Y | +35.7% | +1.8% | +33.8% | +33.8% |
| 3Y | +61.0% | +55.4% | +5.6% | +39.1% |
| All | +61.0% | +53.3% | +7.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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