+258.5%
OKE vs VIVK
-100.0%
+358.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +1.0% |
| 7D | +1.2% | -4.4% | +5.6% | +1.3% |
| 30D | +4.5% | -40.8% | +45.3% | +5.1% |
| 3M | +9.6% | -94.1% | +103.8% | +12.6% |
| 6M | +15.4% | -98.2% | +113.6% | +19.2% |
| YTD | +36.5% | -98.0% | +134.5% | +39.6% |
| 1Y | +39.0% | -100.0% | +138.9% | +47.9% |
| 3Y | +74.3% | -100.0% | +174.3% | +84.1% |
| 5Y | +141.2% | -100.0% | +241.2% | +155.0% |
| All | +258.5% | -100.0% | +358.5% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling