+16,116.0%
OKE vs ROL
+8,798.6%
+7,317.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.9% |
| 7D | +1.9% | -3.4% | +5.3% | +2.9% |
| 30D | +12.8% | -6.9% | +19.8% | +15.2% |
| 3M | +11.9% | -24.6% | +36.5% | +21.1% |
| 6M | +14.9% | -39.5% | +54.4% | +32.4% |
| YTD | +37.7% | -41.1% | +78.8% | +59.5% |
| 1Y | +44.1% | -37.9% | +82.0% | +63.8% |
| 3Y | +75.3% | +0.8% | +74.5% | +70.5% |
| 5Y | +144.0% | -4.7% | +148.7% | +137.3% |
| 10Y | +249.7% | +207.9% | +41.9% | +135.5% |
| All | +16,116.0% | +8,798.6% | +7,317.4% | +4,640.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling