+74.3%
OKE vs ESI
+74.1%
+0.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +1.2% | -4.6% | +5.9% | +1.8% |
| 30D | +4.5% | -10.5% | +15.0% | +5.9% |
| 3M | +9.6% | -19.8% | +29.4% | +12.2% |
| 6M | +15.4% | +5.8% | +9.6% | +9.9% |
| YTD | +36.5% | +38.3% | -1.8% | +19.3% |
| 1Y | +39.0% | +31.5% | +7.5% | +22.7% |
| 3Y | +74.3% | +80.7% | -6.4% | +34.7% |
| All | +74.3% | +74.1% | +0.2% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling