+139.0%
OKE vs ROIV
+310.6%
-171.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | 0.0% | +19.0% | -19.0% | -1.0% |
| 30D | +4.6% | +16.1% | -11.6% | +3.7% |
| 3M | +6.9% | +44.1% | -37.2% | +4.7% |
| 6M | +15.8% | +37.8% | -22.1% | +13.5% |
| YTD | +35.2% | +88.7% | -53.5% | +29.7% |
| 1Y | +37.6% | +197.3% | -159.7% | +28.0% |
| 3Y | +72.0% | +224.9% | -152.9% | +57.8% |
| 5Y | +139.0% | +311.0% | -172.1% | +105.5% |
| All | +139.0% | +310.6% | -171.7% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling