+15.8%
OKE vs EWJ
+12.1%
+3.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.4% |
| 7D | 0.0% | -1.5% | +1.5% | -0.8% |
| 30D | +4.6% | +0.2% | +4.4% | +4.7% |
| 3M | +6.9% | +8.6% | -1.6% | +11.6% |
| 6M | +15.8% | +12.1% | +3.6% | +23.3% |
| All | +15.8% | +12.1% | +3.7% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling