+4,747.2%
OKE vs VRSN
+6,665.6%
-1,918.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +4.5% | +3.8% | +0.7% | +3.9% |
| 3M | +9.6% | +5.0% | +4.6% | +8.7% |
| 6M | +15.4% | +24.9% | -9.5% | +11.8% |
| YTD | +36.5% | +21.6% | +14.9% | +32.4% |
| 1Y | +39.0% | +2.4% | +36.6% | +37.8% |
| 3Y | +74.3% | +47.3% | +27.0% | +64.2% |
| 5Y | +141.2% | +34.7% | +106.5% | +128.9% |
| 10Y | +262.1% | +298.1% | -36.0% | +206.0% |
| All | +4,747.2% | +6,665.6% | -1,918.4% | +2,710.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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