+85.0%
OKE vs RY
+123.4%
-38.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.4% | +0.6% | +4.8% | +5.0% |
| 30D | -1.3% | +5.0% | -6.4% | -4.4% |
| 3M | -2.0% | -5.3% | +3.3% | +0.9% |
| 6M | +3.4% | +13.8% | -10.4% | -5.9% |
| YTD | +28.2% | +21.0% | +7.2% | +11.2% |
| 1Y | +35.7% | +40.5% | -4.8% | +5.4% |
| 3Y | +61.0% | +159.7% | -98.6% | -24.8% |
| All | +85.0% | +123.4% | -38.4% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling