+15,818.3%
OKE vs RJF
+48,514.8%
-32,696.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | 0.0% | -4.2% | +4.1% | +1.2% |
| 30D | +4.6% | -3.6% | +8.2% | +5.7% |
| 3M | +6.9% | +15.6% | -8.7% | +2.1% |
| 6M | +15.8% | +17.6% | -1.8% | +9.6% |
| YTD | +35.2% | +9.2% | +26.0% | +30.4% |
| 1Y | +37.6% | +5.5% | +32.1% | +33.9% |
| 3Y | +72.0% | +70.3% | +1.7% | +44.3% |
| 5Y | +139.0% | +106.0% | +32.9% | +88.4% |
| 10Y | +258.7% | +425.1% | -166.3% | +122.7% |
| All | +15,818.3% | +48,514.8% | -32,696.5% | +4,337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling