+258.5%
OKE vs RJF
+429.3%
-170.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +1.2% | -2.7% | +4.0% | +2.8% |
| 30D | +4.5% | -4.3% | +8.7% | +6.9% |
| 3M | +9.6% | +15.7% | -6.1% | +0.3% |
| 6M | +15.4% | +17.8% | -2.4% | +3.8% |
| YTD | +36.5% | +9.2% | +27.3% | +27.1% |
| 1Y | +39.0% | +2.8% | +36.2% | +33.6% |
| 3Y | +74.3% | +69.5% | +4.8% | +21.6% |
| 5Y | +141.2% | +105.9% | +35.3% | +43.7% |
| All | +258.5% | +429.3% | -170.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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