+74.3%
OKE vs RGEN
+2.2%
+72.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.5% |
| 3M | +9.6% | +23.9% | -14.3% | +7.6% |
| 6M | +15.4% | +38.5% | -23.2% | +11.8% |
| YTD | +36.5% | +0.8% | +35.7% | +36.6% |
| 1Y | +39.0% | +38.2% | +0.8% | +33.6% |
| 3Y | +74.3% | +1.3% | +73.0% | +71.9% |
| All | +74.3% | +2.2% | +72.1% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling