+137.0%
OKE vs RUN
-81.0%
+218.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.0% |
| 7D | +1.2% | -3.7% | +5.0% | +1.5% |
| 30D | +4.5% | -13.0% | +17.5% | +5.3% |
| 3M | +9.6% | -31.8% | +41.4% | +11.6% |
| 6M | +15.4% | -32.2% | +47.6% | +16.9% |
| YTD | +36.5% | -53.5% | +89.9% | +40.7% |
| 1Y | +39.0% | -46.5% | +85.5% | +41.1% |
| 3Y | +74.3% | -37.6% | +111.9% | +59.0% |
| All | +137.0% | -81.0% | +218.0% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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