+74.3%
OKE vs RMBS
+55.3%
+19.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +1.2% | +1.8% | -0.5% | +1.2% |
| 30D | +4.5% | -13.9% | +18.4% | +5.2% |
| 3M | +9.6% | -39.8% | +49.4% | +12.4% |
| 6M | +15.4% | -6.0% | +21.4% | +12.5% |
| YTD | +36.5% | -5.4% | +41.8% | +31.8% |
| 1Y | +39.0% | -1.8% | +40.8% | +32.2% |
| 3Y | +74.3% | +53.7% | +20.6% | +51.7% |
| All | +74.3% | +55.3% | +19.0% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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