+35.3%
OKE vs RVMD
+430.6%
-395.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.7% | +1.0% | -0.3% | +0.7% |
| 30D | +9.4% | +6.4% | +2.9% | +9.5% |
| 3M | +8.6% | +34.9% | -26.3% | +9.2% |
| 6M | +15.3% | +107.6% | -92.3% | +16.7% |
| YTD | +34.8% | +163.7% | -128.9% | +35.8% |
| 1Y | +35.3% | +439.2% | -403.9% | +34.5% |
| All | +35.3% | +430.6% | -395.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling