+2,192.2%
OKE vs ET
+1,438.5%
+753.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +4.5% | +2.9% | +1.6% | +2.8% |
| 3M | +9.6% | +16.8% | -7.2% | +0.5% |
| 6M | +15.4% | +18.9% | -3.5% | +4.9% |
| YTD | +36.5% | +37.7% | -1.2% | +14.2% |
| 1Y | +39.0% | +32.4% | +6.5% | +18.8% |
| 3Y | +74.3% | +99.5% | -25.2% | +18.8% |
| 5Y | +141.2% | +244.0% | -102.8% | +20.9% |
| 10Y | +262.1% | +172.1% | +90.0% | +100.5% |
| All | +2,192.2% | +1,438.5% | +753.6% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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