+15,835.0%
OKE vs VFC
+807.2%
+15,027.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | +6.1% | -13.4% | +19.4% | +10.1% |
| 3M | +10.4% | -23.7% | +34.1% | +17.0% |
| 6M | +14.2% | -24.5% | +38.6% | +19.8% |
| YTD | +35.3% | -27.8% | +63.2% | +42.9% |
| 1Y | +40.6% | -13.5% | +54.1% | +39.2% |
| 3Y | +72.2% | -27.1% | +99.3% | +55.2% |
| 5Y | +139.6% | -79.0% | +218.6% | +216.1% |
| 10Y | +259.1% | -68.7% | +327.8% | +322.4% |
| All | +15,835.0% | +807.2% | +15,027.8% | +9,419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling