+269.6%
OKE vs RPRX
+57.8%
+211.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.2% | -4.0% | +3.8% | +0.5% |
| 30D | +6.1% | +4.9% | +1.1% | +4.9% |
| 3M | +10.4% | +9.4% | +1.1% | +8.3% |
| 6M | +14.2% | +33.3% | -19.1% | +7.4% |
| YTD | +35.3% | +59.0% | -23.6% | +22.6% |
| 1Y | +40.6% | +69.2% | -28.6% | +25.5% |
| 3Y | +72.2% | +124.1% | -51.9% | +43.4% |
| 5Y | +139.6% | +77.9% | +61.8% | +112.5% |
| All | +269.6% | +57.8% | +211.7% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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