+74.3%
OKE vs VMC
+18.8%
+55.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | +1.2% | -3.8% | +5.0% | +1.6% |
| 30D | +4.5% | -9.7% | +14.2% | +5.5% |
| 3M | +9.6% | -9.6% | +19.2% | +10.5% |
| 6M | +15.4% | -4.8% | +20.2% | +14.8% |
| YTD | +36.5% | -10.9% | +47.3% | +36.8% |
| 1Y | +39.0% | -15.6% | +54.6% | +41.1% |
| 3Y | +74.3% | +19.3% | +55.0% | +60.8% |
| All | +74.3% | +18.8% | +55.5% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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