+1,987.5%
OKE vs VWO
+320.5%
+1,667.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.5% |
| 7D | +1.2% | -1.8% | +3.0% | +2.5% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +9.6% | +2.2% | +7.4% | +7.2% |
| 6M | +15.4% | +8.8% | +6.6% | +6.7% |
| YTD | +36.5% | +12.4% | +24.1% | +22.9% |
| 1Y | +39.0% | +15.6% | +23.4% | +22.4% |
| 3Y | +74.3% | +62.5% | +11.8% | +19.4% |
| 5Y | +141.2% | +34.3% | +106.9% | +88.0% |
| 10Y | +262.1% | +114.8% | +147.3% | +115.2% |
| All | +1,987.5% | +320.5% | +1,667.0% | +667.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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