+74.3%
OKE vs VFC
-25.2%
+99.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.4% | +0.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.3% |
| 30D | +4.5% | -9.0% | +13.5% | +5.2% |
| 3M | +9.6% | -24.2% | +33.8% | +11.5% |
| 6M | +15.4% | -18.5% | +33.9% | +16.0% |
| YTD | +36.5% | -25.9% | +62.3% | +38.2% |
| 1Y | +39.0% | -13.0% | +52.0% | +37.8% |
| 3Y | +74.3% | -20.3% | +94.6% | +63.8% |
| All | +74.3% | -25.2% | +99.5% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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