+258.5%
OKE vs RRC
+4.9%
+253.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | +4.5% | +2.7% | +1.8% | +3.7% |
| 3M | +9.6% | +8.8% | +0.8% | +6.8% |
| 6M | +15.4% | -1.2% | +16.6% | +15.6% |
| YTD | +36.5% | +17.6% | +18.9% | +29.9% |
| 1Y | +39.0% | +18.4% | +20.5% | +31.5% |
| 3Y | +74.3% | +33.1% | +41.2% | +58.1% |
| 5Y | +141.2% | +148.2% | -7.0% | +76.8% |
| All | +258.5% | +4.9% | +253.6% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling