+255.2%
OKE vs RACE
+832.2%
-577.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | +4.6% | -0.4% | +5.0% | +4.6% |
| 3M | +6.9% | +17.9% | -11.0% | -0.1% |
| 6M | +15.8% | +19.3% | -3.5% | +6.5% |
| YTD | +35.2% | +11.9% | +23.3% | +26.5% |
| 1Y | +37.6% | -12.7% | +50.3% | +41.1% |
| 3Y | +72.0% | +41.1% | +30.9% | +35.2% |
| 5Y | +139.0% | +94.1% | +44.9% | +56.1% |
| All | +255.2% | +832.2% | -577.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling