+258.5%
OKE vs ESI
+312.8%
-54.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +1.2% | -4.6% | +5.9% | +3.3% |
| 30D | +4.5% | -10.5% | +15.0% | +9.3% |
| 3M | +9.6% | -19.8% | +29.4% | +18.3% |
| 6M | +15.4% | +5.8% | +9.6% | +5.4% |
| YTD | +36.5% | +38.3% | -1.8% | +6.9% |
| 1Y | +39.0% | +31.5% | +7.5% | +10.4% |
| 3Y | +74.3% | +80.7% | -6.4% | +10.5% |
| 5Y | +141.2% | +69.4% | +71.8% | +51.3% |
| All | +258.5% | +312.8% | -54.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling