+1,785.8%
OKE vs XRT
+501.1%
+1,284.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +3.5% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.8% | -5.6% | +18.5% | +16.6% |
| 3M | +11.9% | +2.5% | +9.4% | +9.3% |
| 6M | +14.9% | +3.7% | +11.2% | +10.6% |
| YTD | +37.7% | +1.0% | +36.7% | +34.2% |
| 1Y | +44.1% | -1.2% | +45.3% | +41.7% |
| 3Y | +75.3% | +43.4% | +31.9% | +32.5% |
| 5Y | +144.0% | -0.7% | +144.8% | +123.7% |
| 10Y | +249.7% | +123.7% | +126.0% | +77.5% |
| All | +1,785.8% | +501.1% | +1,284.8% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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