+74.3%
OKE vs VIVK
-100.0%
+174.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.0% |
| 3M | +9.6% | -94.1% | +103.8% | +12.0% |
| 6M | +15.4% | -98.2% | +113.6% | +18.2% |
| YTD | +36.5% | -98.0% | +134.5% | +38.4% |
| 1Y | +39.0% | -100.0% | +138.9% | +47.6% |
| 3Y | +74.3% | -100.0% | +174.3% | +76.9% |
| All | +74.3% | -100.0% | +174.3% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling