+258.5%
OKE vs ROK
+357.9%
-99.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.1% |
| 7D | +1.2% | -1.2% | +2.5% | +1.9% |
| 30D | +4.5% | -4.8% | +9.3% | +7.1% |
| 3M | +9.6% | -6.1% | +15.7% | +12.0% |
| 6M | +15.4% | +15.5% | -0.1% | +2.9% |
| YTD | +36.5% | +11.2% | +25.3% | +23.0% |
| 1Y | +39.0% | +23.8% | +15.1% | +16.7% |
| 3Y | +74.3% | +53.1% | +21.2% | +20.2% |
| 5Y | +141.2% | +48.3% | +92.9% | +60.6% |
| All | +258.5% | +357.9% | -99.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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