+15,818.3%
OKE vs VMC
+3,093.3%
+12,725.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | 0.0% | -3.7% | +3.7% | +1.3% |
| 30D | +4.6% | -12.8% | +17.3% | +9.7% |
| 3M | +6.9% | -7.9% | +14.9% | +9.4% |
| 6M | +15.8% | -7.5% | +23.3% | +17.1% |
| YTD | +35.2% | -11.6% | +46.8% | +38.2% |
| 1Y | +37.6% | -14.3% | +51.8% | +41.8% |
| 3Y | +72.0% | +18.5% | +53.5% | +54.4% |
| 5Y | +139.0% | +46.8% | +92.2% | +95.5% |
| 10Y | +258.7% | +153.2% | +105.5% | +144.0% |
| All | +15,818.3% | +3,093.3% | +12,725.0% | +6,435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling