+190.6%
OKE vs EXE
+188.3%
+2.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.9% |
| 30D | +4.6% | -0.8% | +5.4% | +4.9% |
| 3M | +6.9% | +10.0% | -3.1% | +2.4% |
| 6M | +15.8% | -6.3% | +22.1% | +18.7% |
| YTD | +35.2% | -10.7% | +45.9% | +40.6% |
| 1Y | +37.6% | +2.7% | +34.9% | +33.6% |
| 3Y | +72.0% | +19.1% | +52.9% | +55.1% |
| 5Y | +139.0% | +105.4% | +33.5% | +64.7% |
| All | +190.6% | +188.3% | +2.3% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling