+4,183.3%
OKE vs RCAT
-100.0%
+4,283.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +2.2% |
| 7D | +1.9% | +5.4% | -3.5% | +1.9% |
| 30D | +12.8% | -5.6% | +18.4% | +12.8% |
| 3M | +11.9% | -30.2% | +42.2% | +12.0% |
| 6M | +14.9% | -43.4% | +58.3% | +14.9% |
| YTD | +37.7% | +9.6% | +28.1% | +37.5% |
| 1Y | +44.1% | -2.0% | +46.0% | +43.8% |
| 3Y | +75.3% | +825.0% | -749.7% | +73.6% |
| 5Y | +144.0% | +199.8% | -55.8% | +142.0% |
| 10Y | +249.7% | -98.4% | +348.1% | +241.7% |
| All | +4,183.3% | -100.0% | +4,283.3% | +4,155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling