+37.6%
OKE vs VLTO
-10.5%
+48.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | 0.0% | -4.5% | +4.5% | -0.2% |
| 30D | +4.6% | -4.6% | +9.2% | +4.5% |
| 3M | +6.9% | +13.3% | -6.3% | +7.5% |
| 6M | +15.8% | +2.1% | +13.6% | +16.0% |
| YTD | +35.2% | -6.1% | +41.3% | +34.7% |
| 1Y | +37.6% | -11.4% | +49.0% | +38.9% |
| All | +37.6% | -10.5% | +48.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling