+13,568.5%
OKE vs ROP
+24,458.1%
-10,889.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -0.2% | -6.1% | +5.9% | +1.6% |
| 30D | +6.1% | -3.4% | +9.4% | +7.0% |
| 3M | +10.4% | +16.7% | -6.2% | +5.1% |
| 6M | +14.2% | +8.1% | +6.1% | +10.8% |
| YTD | +35.3% | -11.7% | +47.0% | +38.5% |
| 1Y | +40.6% | -24.2% | +64.8% | +50.3% |
| 3Y | +72.2% | -19.0% | +91.2% | +79.9% |
| 5Y | +139.6% | -15.9% | +155.5% | +146.4% |
| 10Y | +259.1% | +135.7% | +123.4% | +190.7% |
| All | +13,568.5% | +24,458.1% | -10,889.6% | +7,353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling