+258.5%
OKE vs RCAT
-98.5%
+357.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +1.2% | -4.9% | +6.1% | +1.3% |
| 30D | +4.5% | -22.9% | +27.4% | +4.7% |
| 3M | +9.6% | -33.7% | +43.3% | +9.9% |
| 6M | +15.4% | -50.7% | +66.1% | +15.8% |
| YTD | +36.5% | +0.4% | +36.1% | +36.0% |
| 1Y | +39.0% | -27.6% | +66.6% | +38.7% |
| 3Y | +74.3% | +753.2% | -678.9% | +69.3% |
| 5Y | +141.2% | +183.3% | -42.1% | +134.9% |
| All | +258.5% | -98.5% | +357.0% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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