+258.5%
OKE vs RGEN
+415.7%
-157.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +1.2% | -1.4% | +2.7% | +1.4% |
| 30D | +4.5% | -0.3% | +4.8% | +4.4% |
| 3M | +9.6% | +23.9% | -14.3% | +6.8% |
| 6M | +15.4% | +38.5% | -23.2% | +10.5% |
| YTD | +36.5% | +0.8% | +35.7% | +35.3% |
| 1Y | +39.0% | +38.2% | +0.8% | +32.3% |
| 3Y | +74.3% | +1.3% | +73.0% | +67.5% |
| 5Y | +141.2% | -44.0% | +185.2% | +138.1% |
| All | +258.5% | +415.7% | -157.2% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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