+137.0%
OKE vs ROL
-5.1%
+142.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +1.2% | -3.2% | +4.4% | +2.0% |
| 30D | +4.5% | -4.9% | +9.4% | +5.6% |
| 3M | +9.6% | -25.8% | +35.4% | +17.2% |
| 6M | +15.4% | -37.6% | +52.9% | +28.5% |
| YTD | +36.5% | -41.5% | +77.9% | +53.9% |
| 1Y | +39.0% | -39.5% | +78.5% | +55.1% |
| 3Y | +74.3% | +0.1% | +74.2% | +69.6% |
| All | +137.0% | -5.1% | +142.2% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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