+1.9%
OKE vs VG
-38.0%
+40.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | 0.0% | +1.8% |
| 7D | +1.9% | -2.5% | +4.4% | +2.3% |
| 30D | +12.8% | +11.1% | +1.7% | +10.6% |
| 3M | +11.9% | +14.9% | -2.9% | +8.5% |
| 6M | +14.9% | +18.4% | -3.5% | +9.6% |
| YTD | +37.7% | +116.6% | -78.9% | +18.5% |
| 1Y | +44.1% | +9.4% | +34.7% | +36.6% |
| All | +1.9% | -38.0% | +40.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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