+137.0%
OKE vs VYM
+77.5%
+59.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.1% |
| 7D | +1.2% | -0.8% | +2.0% | +2.2% |
| 30D | +4.5% | -2.2% | +6.7% | +7.4% |
| 3M | +9.6% | +3.1% | +6.5% | +5.3% |
| 6M | +15.4% | +9.7% | +5.7% | +1.8% |
| YTD | +36.5% | +14.9% | +21.6% | +12.9% |
| 1Y | +39.0% | +17.6% | +21.4% | +11.4% |
| 3Y | +74.3% | +65.3% | +9.0% | -12.1% |
| All | +137.0% | +77.5% | +59.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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