+258.5%
OKE vs RY
+377.3%
-118.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +1.2% | -2.2% | +3.5% | +3.6% |
| 30D | +4.5% | -3.6% | +8.0% | +8.2% |
| 3M | +9.6% | +3.9% | +5.7% | +4.2% |
| 6M | +15.4% | +26.4% | -11.0% | -11.7% |
| YTD | +36.5% | +22.3% | +14.1% | +7.6% |
| 1Y | +39.0% | +43.7% | -4.7% | -8.4% |
| 3Y | +74.3% | +154.0% | -79.7% | -42.1% |
| 5Y | +141.2% | +137.6% | +3.6% | -15.2% |
| All | +258.5% | +377.3% | -118.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling