+35.3%
OKE vs ROIV
+177.7%
-142.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.8% |
| 30D | +9.4% | +1.0% | +8.4% | +9.5% |
| 3M | +8.6% | +18.3% | -9.7% | +9.8% |
| 6M | +15.3% | +18.3% | -3.0% | +17.1% |
| YTD | +34.8% | +61.0% | -26.2% | +35.5% |
| 1Y | +35.3% | +177.9% | -142.6% | +31.6% |
| All | +35.3% | +177.7% | -142.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling