+137.0%
OKE vs ROK
+47.1%
+89.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.5% |
| 7D | +1.2% | -1.2% | +2.5% | +1.6% |
| 30D | +4.5% | -4.8% | +9.3% | +5.8% |
| 3M | +9.6% | -6.1% | +15.7% | +10.8% |
| 6M | +15.4% | +15.5% | -0.1% | +8.8% |
| YTD | +36.5% | +11.2% | +25.3% | +29.4% |
| 1Y | +39.0% | +23.8% | +15.1% | +26.7% |
| 3Y | +74.3% | +53.1% | +21.2% | +42.9% |
| All | +137.0% | +47.1% | +89.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling