+44.6%
OKE vs ETR
+18.4%
+26.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.4% | -4.1% |
| 7D | -5.2% | +3.7% | -9.0% | -5.9% |
| 30D | +1.1% | +11.0% | -9.9% | -0.8% |
| 3M | +2.2% | +3.4% | -1.2% | +1.5% |
| 6M | 0.0% | -3.3% | +3.3% | +0.3% |
| YTD | +26.5% | +23.3% | +3.3% | +24.9% |
| 1Y | +44.6% | +19.2% | +25.4% | +43.4% |
| All | +44.6% | +18.4% | +26.2% | +43.4% |
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