+15,968.0%
OKE vs RRX
+3,890.5%
+12,077.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.7% | -0.2% |
| 7D | +1.2% | -0.3% | +1.6% | +1.3% |
| 30D | +4.5% | -6.1% | +10.6% | +6.5% |
| 3M | +9.6% | -23.1% | +32.7% | +16.7% |
| 6M | +15.4% | -19.5% | +34.9% | +18.5% |
| YTD | +36.5% | +16.1% | +20.4% | +22.6% |
| 1Y | +39.0% | +12.9% | +26.0% | +25.0% |
| 3Y | +74.3% | +7.9% | +66.4% | +50.8% |
| 5Y | +141.2% | +19.1% | +122.1% | +97.1% |
| 10Y | +262.1% | +225.8% | +36.3% | +120.6% |
| All | +15,968.0% | +3,890.5% | +12,077.5% | +6,870.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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