+35.3%
OKE vs ETR
+23.8%
+11.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +9.4% | +1.0% | +8.4% | +9.2% |
| 3M | +8.6% | -1.3% | +9.8% | +9.1% |
| 6M | +15.3% | +1.9% | +13.4% | +16.1% |
| YTD | +34.8% | +18.2% | +16.6% | +32.2% |
| 1Y | +35.3% | +24.7% | +10.6% | +29.3% |
| All | +35.3% | +23.8% | +11.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling