+258.5%
OKE vs RL
+311.3%
-52.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.2% | -3.4% | +4.7% | +2.5% |
| 30D | +4.5% | -14.4% | +18.9% | +10.3% |
| 3M | +9.6% | -13.6% | +23.2% | +14.6% |
| 6M | +15.4% | +0.6% | +14.8% | +12.0% |
| YTD | +36.5% | -3.6% | +40.1% | +33.9% |
| 1Y | +39.0% | +8.3% | +30.6% | +29.7% |
| 3Y | +74.3% | +204.8% | -130.5% | +1.4% |
| 5Y | +141.2% | +232.9% | -91.7% | +28.1% |
| All | +258.5% | +311.3% | -52.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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