+137.0%
OKE vs RNG
-68.4%
+205.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.2% | -6.1% | +7.3% | +1.8% |
| 30D | +4.5% | +9.6% | -5.1% | +3.6% |
| 3M | +9.6% | +83.3% | -73.7% | +3.2% |
| 6M | +15.4% | +77.9% | -62.6% | +8.3% |
| YTD | +36.5% | +139.9% | -103.5% | +23.1% |
| 1Y | +39.0% | +121.7% | -82.7% | +26.2% |
| 3Y | +74.3% | +121.9% | -47.6% | +53.9% |
| All | +137.0% | -68.4% | +205.4% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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