+137.0%
OKE vs EXE
+97.7%
+39.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.8% |
| 7D | +1.2% | -3.1% | +4.4% | +2.6% |
| 30D | +4.5% | -0.9% | +5.4% | +4.9% |
| 3M | +9.6% | +9.6% | +0.1% | +5.1% |
| 6M | +15.4% | -11.6% | +27.0% | +21.2% |
| YTD | +36.5% | -12.6% | +49.0% | +43.2% |
| 1Y | +39.0% | +1.2% | +37.8% | +35.7% |
| 3Y | +74.3% | +18.0% | +56.3% | +57.8% |
| All | +137.0% | +97.7% | +39.3% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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