+15,835.0%
OKE vs RRC
+1,194.1%
+14,640.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -0.2% | -1.7% | +1.5% | +0.1% |
| 30D | +6.1% | +3.6% | +2.5% | +5.4% |
| 3M | +10.4% | +8.8% | +1.6% | +8.8% |
| 6M | +14.2% | +0.8% | +13.4% | +14.0% |
| YTD | +35.3% | +19.0% | +16.4% | +31.2% |
| 1Y | +40.6% | +22.9% | +17.7% | +35.3% |
| 3Y | +72.2% | +32.3% | +39.9% | +62.9% |
| 5Y | +139.6% | +151.6% | -12.0% | +99.1% |
| 10Y | +259.1% | +5.5% | +253.6% | +198.5% |
| All | +15,835.0% | +1,194.1% | +14,640.8% | +11,075.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling