+72.7%
OKE vs ROP
-19.1%
+91.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | 0.0% | -8.0% | +8.0% | +1.9% |
| 30D | +4.6% | -2.7% | +7.3% | +5.1% |
| 3M | +6.9% | +16.6% | -9.7% | +2.3% |
| 6M | +15.8% | +10.4% | +5.4% | +12.2% |
| YTD | +35.2% | -12.1% | +47.3% | +41.7% |
| 1Y | +37.6% | -23.6% | +61.2% | +52.8% |
| All | +72.7% | -19.1% | +91.8% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling