+139.6%
OKE vs RACE
+87.3%
+52.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -0.2% | -2.6% | +2.4% | +0.3% |
| 30D | +6.1% | -1.1% | +7.2% | +6.2% |
| 3M | +10.4% | +12.5% | -2.1% | +7.5% |
| 6M | +14.2% | +17.4% | -3.3% | +9.6% |
| YTD | +35.3% | +10.1% | +25.2% | +31.3% |
| 1Y | +40.6% | -15.1% | +55.8% | +45.9% |
| 3Y | +72.2% | +38.9% | +33.3% | +45.6% |
| 5Y | +139.6% | +90.7% | +48.9% | +77.5% |
| All | +139.6% | +87.3% | +52.4% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling