+44.6%
OKE vs ROP
+10.1%
+34.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.6% | -3.8% |
| 7D | -5.2% | +11.7% | -16.9% | -5.9% |
| 30D | +1.1% | +35.5% | -34.3% | -1.0% |
| 3M | +2.2% | +25.3% | -23.1% | +0.3% |
| 6M | 0.0% | +38.9% | -38.9% | -2.5% |
| YTD | +26.5% | +11.4% | +15.2% | +23.9% |
| 1Y | +44.6% | +10.3% | +34.3% | +41.8% |
| All | +44.6% | +10.1% | +34.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling