+378.7%
OKE vs RACE
+649.8%
-271.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +5.4% | -1.2% | +6.6% | +5.8% |
| 30D | -1.3% | +6.1% | -7.5% | -3.6% |
| 3M | -2.0% | -0.3% | -1.8% | -2.4% |
| 6M | +3.4% | +23.4% | -20.0% | -5.8% |
| YTD | +28.2% | +12.5% | +15.6% | +19.0% |
| 1Y | +35.7% | -0.5% | +36.1% | +32.4% |
| 3Y | +61.0% | +23.6% | +37.4% | +35.3% |
| 5Y | +85.8% | +65.4% | +20.4% | +32.6% |
| 10Y | +242.1% | +715.5% | -473.4% | +19.7% |
| All | +378.7% | +649.8% | -271.0% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling