+2,414.7%
OKE vs VNQ
+386.3%
+2,028.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | +1.2% | -1.3% | +2.5% | +2.0% |
| 30D | +4.5% | -2.6% | +7.1% | +6.0% |
| 3M | +9.6% | -2.0% | +11.6% | +10.7% |
| 6M | +15.4% | +4.3% | +11.0% | +12.1% |
| YTD | +36.5% | +9.2% | +27.2% | +29.0% |
| 1Y | +39.0% | +5.6% | +33.4% | +33.9% |
| 3Y | +74.3% | +30.8% | +43.4% | +48.1% |
| 5Y | +141.2% | +8.0% | +133.2% | +128.0% |
| 10Y | +262.1% | +63.7% | +198.4% | +192.2% |
| All | +2,414.7% | +386.3% | +2,028.4% | +905.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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