+72.7%
OKE vs RRC
+31.5%
+41.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | 0.0% | -1.2% | +1.1% | +0.5% |
| 30D | +4.6% | +3.0% | +1.6% | +3.2% |
| 3M | +6.9% | +7.3% | -0.3% | +3.3% |
| 6M | +15.8% | +3.6% | +12.2% | +13.7% |
| YTD | +35.2% | +19.4% | +15.8% | +24.3% |
| 1Y | +37.6% | +21.4% | +16.2% | +24.4% |
| All | +72.7% | +31.5% | +41.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling