+8,014.7%
OKE vs EWJ
+157.4%
+7,857.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.3% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | +4.5% | +0.8% | +3.7% | +3.9% |
| 3M | +9.6% | +7.5% | +2.1% | +4.5% |
| 6M | +15.4% | +15.6% | -0.2% | +4.6% |
| YTD | +36.5% | +22.7% | +13.7% | +19.1% |
| 1Y | +39.0% | +26.4% | +12.6% | +19.1% |
| 3Y | +74.3% | +72.5% | +1.8% | +24.0% |
| 5Y | +141.2% | +52.4% | +88.8% | +84.0% |
| 10Y | +262.1% | +143.8% | +118.3% | +126.5% |
| All | +8,014.7% | +157.4% | +7,857.3% | +4,146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling