+3,947.8%
OKE vs RSG
+2,015.5%
+1,932.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +4.5% | +4.0% | +0.5% | +3.0% |
| 3M | +9.6% | +7.4% | +2.2% | +6.8% |
| 6M | +15.4% | +0.1% | +15.3% | +15.2% |
| YTD | +36.5% | +6.0% | +30.4% | +33.4% |
| 1Y | +39.0% | -3.0% | +41.9% | +40.1% |
| 3Y | +74.3% | +56.5% | +17.8% | +48.3% |
| 5Y | +141.2% | +90.9% | +50.3% | +90.7% |
| 10Y | +262.1% | +428.7% | -166.6% | +116.9% |
| All | +3,947.8% | +2,015.5% | +1,932.2% | +1,604.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling