+15,818.3%
OKE vs ROK
+15,389.9%
+428.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.6% |
| 30D | +4.6% | -5.4% | +10.0% | +6.7% |
| 3M | +6.9% | -4.0% | +10.9% | +7.7% |
| 6M | +15.8% | +13.3% | +2.4% | +8.0% |
| YTD | +35.2% | +9.3% | +25.8% | +27.1% |
| 1Y | +37.6% | +25.8% | +11.8% | +22.0% |
| 3Y | +72.0% | +49.1% | +22.9% | +38.0% |
| 5Y | +139.0% | +45.9% | +93.1% | +88.3% |
| 10Y | +258.7% | +349.9% | -91.1% | +95.3% |
| All | +15,818.3% | +15,389.9% | +428.4% | +3,033.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling