+137.0%
OKE vs EWJ
+50.5%
+86.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.1% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | +4.5% | +0.8% | +3.7% | +4.0% |
| 3M | +9.6% | +7.5% | +2.1% | +5.1% |
| 6M | +15.4% | +15.6% | -0.2% | +5.2% |
| YTD | +36.5% | +22.7% | +13.7% | +18.9% |
| 1Y | +39.0% | +26.4% | +12.6% | +18.4% |
| 3Y | +74.3% | +72.5% | +1.8% | +14.5% |
| All | +137.0% | +50.5% | +86.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 5y: compounded portfolio wealth divided by compounded EWJ 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…
5y analysis · Full analysis span regression · 6 months rolling