+72.9%
OKE vs RACE
+38.2%
+34.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -0.2% | -2.6% | +2.4% | -0.1% |
| 30D | +6.1% | -1.1% | +7.2% | +6.1% |
| 3M | +10.4% | +12.5% | -2.1% | +9.5% |
| 6M | +14.2% | +17.4% | -3.3% | +12.6% |
| YTD | +35.3% | +10.1% | +25.2% | +34.3% |
| 1Y | +40.6% | -15.1% | +55.8% | +45.7% |
| All | +72.9% | +38.2% | +34.6% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling