+74.3%
OKE vs RL
+202.0%
-127.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +1.2% | -3.4% | +4.7% | +1.7% |
| 30D | +4.5% | -14.4% | +18.9% | +6.5% |
| 3M | +9.6% | -13.6% | +23.2% | +11.4% |
| 6M | +15.4% | +0.6% | +14.8% | +13.6% |
| YTD | +36.5% | -3.6% | +40.1% | +35.1% |
| 1Y | +39.0% | +8.3% | +30.6% | +33.5% |
| 3Y | +74.3% | +204.8% | -130.5% | +37.9% |
| All | +74.3% | +202.0% | -127.7% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling