+137.0%
OKE vs RSG
+89.9%
+47.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.6% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +4.5% | +4.0% | +0.5% | +2.4% |
| 3M | +9.6% | +7.4% | +2.2% | +5.6% |
| 6M | +15.4% | +0.1% | +15.3% | +15.0% |
| YTD | +36.5% | +6.0% | +30.4% | +32.0% |
| 1Y | +39.0% | -3.0% | +41.9% | +40.4% |
| 3Y | +74.3% | +56.5% | +17.8% | +37.5% |
| All | +137.0% | +89.9% | +47.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling