+333.1%
RCL vs OKE
+266.1%
+67.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -1.9% | +1.2% | -3.2% | -2.7% |
| 30D | -15.5% | +4.5% | -20.0% | -18.0% |
| 3M | -9.7% | +9.6% | -19.3% | -15.9% |
| 6M | -8.7% | +15.4% | -24.1% | -19.8% |
| YTD | -5.8% | +36.5% | -42.2% | -27.1% |
| 1Y | -24.5% | +39.0% | -63.4% | -42.5% |
| 3Y | +173.9% | +74.3% | +99.6% | +74.4% |
| 5Y | +228.0% | +141.2% | +86.8% | +65.6% |
| All | +333.1% | +266.1% | +67.0% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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