+5,436.8%
OKE vs RL
+1,349.6%
+4,087.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +1.9% | +1.9% | 0.0% | +1.4% |
| 30D | +12.8% | -12.2% | +25.0% | +16.7% |
| 3M | +11.9% | -6.6% | +18.6% | +13.3% |
| 6M | +14.9% | +3.2% | +11.7% | +11.8% |
| YTD | +37.7% | -1.3% | +39.0% | +35.2% |
| 1Y | +44.1% | +13.6% | +30.5% | +35.7% |
| 3Y | +75.3% | +210.9% | -135.6% | +21.3% |
| 5Y | +144.0% | +246.9% | -102.8% | +59.8% |
| 10Y | +249.7% | +310.1% | -60.4% | +113.2% |
| All | +5,436.8% | +1,349.6% | +4,087.3% | +2,326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling