+137.0%
OKE vs VCLT
-17.2%
+154.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -1.4% | +2.6% | +1.6% |
| 30D | +4.5% | -1.2% | +5.7% | +4.8% |
| 3M | +9.6% | -4.8% | +14.4% | +11.1% |
| 6M | +15.4% | -2.6% | +17.9% | +16.0% |
| YTD | +36.5% | -3.3% | +39.8% | +37.5% |
| 1Y | +39.0% | -4.8% | +43.8% | +40.7% |
| 3Y | +74.3% | +11.5% | +62.8% | +66.2% |
| All | +137.0% | -17.2% | +154.3% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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