+234.6%
OKE vs SEI
+644.4%
-409.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.3% |
| 7D | +1.2% | +22.6% | -21.3% | -4.1% |
| 30D | +4.5% | +9.1% | -4.6% | +1.4% |
| 3M | +9.6% | -11.3% | +20.9% | +9.7% |
| 6M | +15.4% | +22.0% | -6.6% | +3.9% |
| YTD | +36.5% | +47.3% | -10.8% | +14.1% |
| 1Y | +39.0% | +124.8% | -85.8% | -0.8% |
| 3Y | +74.3% | +591.3% | -517.0% | -31.3% |
| 5Y | +141.2% | +1,008.2% | -867.0% | -30.0% |
| All | +234.6% | +644.4% | -409.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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