+209.1%
OKE vs ROIV
+276.5%
-67.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +5.4% | +1.7% | +3.7% | +5.3% |
| 30D | -1.3% | +17.6% | -18.9% | -2.2% |
| 3M | -2.0% | +9.0% | -11.0% | -2.6% |
| 6M | +3.4% | +35.3% | -31.9% | +1.5% |
| YTD | +28.2% | +82.2% | -54.0% | +23.1% |
| 1Y | +35.7% | +92.3% | -56.6% | +29.8% |
| 3Y | +61.0% | +336.8% | -275.8% | +46.0% |
| 5Y | +85.8% | +370.6% | -284.8% | +57.0% |
| All | +209.1% | +276.5% | -67.4% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling