+4,427.7%
OKE vs RBA
+3,492.7%
+935.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.8% |
| 7D | +1.9% | -1.1% | +3.0% | +2.2% |
| 30D | +12.8% | -13.2% | +26.0% | +17.3% |
| 3M | +11.9% | -21.4% | +33.3% | +18.8% |
| 6M | +14.9% | -20.9% | +35.7% | +21.3% |
| YTD | +37.7% | -19.9% | +57.6% | +44.1% |
| 1Y | +44.1% | -28.7% | +72.7% | +55.8% |
| 3Y | +75.3% | +27.4% | +47.8% | +57.0% |
| 5Y | +144.0% | +41.7% | +102.3% | +105.9% |
| 10Y | +249.7% | +189.6% | +60.1% | +135.4% |
| All | +4,427.7% | +3,492.7% | +935.0% | +1,865.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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