+16,116.0%
OKE vs ES
+1,251.6%
+14,864.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +1.9% | +1.4% | +0.5% | +1.3% |
| 30D | +12.8% | -1.2% | +14.0% | +13.3% |
| 3M | +11.9% | +5.0% | +6.9% | +9.7% |
| 6M | +14.9% | -2.8% | +17.7% | +15.6% |
| YTD | +37.7% | +8.6% | +29.1% | +32.4% |
| 1Y | +44.1% | +18.9% | +25.1% | +32.4% |
| 3Y | +75.3% | +32.1% | +43.1% | +51.7% |
| 5Y | +144.0% | -5.1% | +149.1% | +139.4% |
| 10Y | +249.7% | +84.2% | +165.6% | +153.7% |
| All | +16,116.0% | +1,251.6% | +14,864.4% | +6,424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling