+345.8%
OKE vs RNG
+301.7%
+44.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.2% | -6.1% | +7.3% | +1.9% |
| 30D | +4.5% | +9.6% | -5.1% | +3.3% |
| 3M | +9.6% | +83.3% | -73.7% | +1.5% |
| 6M | +15.4% | +77.9% | -62.6% | +6.4% |
| YTD | +36.5% | +139.9% | -103.5% | +20.1% |
| 1Y | +39.0% | +121.7% | -82.7% | +23.2% |
| 3Y | +74.3% | +121.9% | -47.6% | +50.0% |
| 5Y | +141.2% | -68.4% | +209.6% | +150.0% |
| 10Y | +262.1% | +220.0% | +42.1% | +137.2% |
| All | +345.8% | +301.7% | +44.2% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling