+134.8%
OKE vs RCAT
+186.5%
-51.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | 0.0% | -5.4% | +5.4% | +0.1% |
| 30D | +4.6% | -24.2% | +28.8% | +5.5% |
| 3M | +6.9% | -25.8% | +32.8% | +7.6% |
| 6M | +15.8% | -44.9% | +60.7% | +17.0% |
| YTD | +35.2% | +1.9% | +33.3% | +32.8% |
| 1Y | +37.6% | -5.2% | +42.7% | +34.4% |
| 3Y | +72.0% | +759.6% | -687.5% | +47.4% |
| All | +134.8% | +186.5% | -51.7% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling