+137.0%
OKE vs VRSK
-11.8%
+148.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | -5.2% | +6.4% | +2.2% |
| 30D | +4.5% | -2.3% | +6.8% | +4.8% |
| 3M | +9.6% | -2.9% | +12.5% | +9.6% |
| 6M | +15.4% | -12.8% | +28.2% | +18.0% |
| YTD | +36.5% | -20.8% | +57.3% | +42.9% |
| 1Y | +39.0% | -33.2% | +72.2% | +52.9% |
| 3Y | +74.3% | -26.6% | +100.9% | +84.6% |
| All | +137.0% | -11.8% | +148.8% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling