+15,835.0%
OKE vs RVTY
+2,293.6%
+13,541.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.2% |
| 7D | -0.2% | -5.4% | +5.2% | +1.0% |
| 30D | +6.1% | +6.7% | -0.7% | +4.4% |
| 3M | +10.4% | +19.0% | -8.6% | +5.7% |
| 6M | +14.2% | +34.6% | -20.5% | +5.3% |
| YTD | +35.3% | +28.3% | +7.1% | +25.5% |
| 1Y | +40.6% | +46.0% | -5.4% | +26.0% |
| 3Y | +72.2% | +16.9% | +55.3% | +59.0% |
| 5Y | +139.6% | -32.9% | +172.5% | +148.0% |
| 10Y | +259.1% | +141.6% | +117.5% | +177.4% |
| All | +15,835.0% | +2,293.6% | +13,541.4% | +7,137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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