+139.0%
OKE vs RL
+223.8%
-84.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +4.6% | -15.3% | +19.9% | +8.5% |
| 3M | +6.9% | -10.3% | +17.3% | +9.1% |
| 6M | +15.8% | -2.2% | +18.0% | +14.2% |
| YTD | +35.2% | -4.3% | +39.5% | +33.6% |
| 1Y | +37.6% | +8.9% | +28.7% | +30.5% |
| 3Y | +72.0% | +201.4% | -129.4% | +14.5% |
| 5Y | +139.0% | +230.6% | -91.6% | +43.4% |
| All | +139.0% | +223.8% | -84.8% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling