+137.0%
OKE vs RIO
+91.0%
+46.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +1.2% | -3.2% | +4.5% | +2.2% |
| 30D | +4.5% | +0.9% | +3.6% | +4.0% |
| 3M | +9.6% | -1.4% | +11.0% | +9.6% |
| 6M | +15.4% | +10.9% | +4.4% | +9.5% |
| YTD | +36.5% | +31.2% | +5.2% | +20.5% |
| 1Y | +39.0% | +67.9% | -28.9% | +10.8% |
| 3Y | +74.3% | +88.8% | -14.5% | +29.2% |
| All | +137.0% | +91.0% | +46.0% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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