+72.9%
OKE vs RY
+155.7%
-82.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | +6.1% | -1.9% | +8.0% | +6.8% |
| 3M | +10.4% | +5.1% | +5.3% | +7.6% |
| 6M | +14.2% | +28.2% | -14.0% | +1.3% |
| YTD | +35.3% | +22.9% | +12.5% | +22.6% |
| 1Y | +40.6% | +45.5% | -4.9% | +15.6% |
| All | +72.9% | +155.7% | -82.9% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling