+229.1%
OKE vs ROIV
+288.8%
-59.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.2% | +16.9% | -15.6% | +0.4% |
| 30D | +4.5% | +12.9% | -8.4% | +3.7% |
| 3M | +9.6% | +37.3% | -27.7% | +7.6% |
| 6M | +15.4% | +38.0% | -22.6% | +13.1% |
| YTD | +36.5% | +88.1% | -51.6% | +30.9% |
| 1Y | +39.0% | +183.3% | -144.3% | +29.7% |
| 3Y | +74.3% | +254.6% | -180.4% | +59.2% |
| 5Y | +141.2% | +309.8% | -168.6% | +103.2% |
| All | +229.1% | +288.8% | -59.7% | +177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling