+258.5%
OKE vs VRSK
+126.1%
+132.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | -5.2% | +6.4% | +3.3% |
| 30D | +4.5% | -2.3% | +6.8% | +5.0% |
| 3M | +9.6% | -2.9% | +12.5% | +9.6% |
| 6M | +15.4% | -12.8% | +28.2% | +20.1% |
| YTD | +36.5% | -20.8% | +57.3% | +47.4% |
| 1Y | +39.0% | -33.2% | +72.2% | +62.6% |
| 3Y | +74.3% | -26.6% | +100.9% | +88.9% |
| 5Y | +141.2% | -11.3% | +152.5% | +127.6% |
| All | +258.5% | +126.1% | +132.4% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling