+226.6%
RCL vs OKE
+136.3%
+90.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.5% | 0.0% | -2.4% | -2.5% |
| 30D | -15.7% | +4.6% | -20.3% | -17.6% |
| 3M | -3.6% | +6.9% | -10.6% | -7.7% |
| 6M | -8.7% | +15.8% | -24.4% | -18.3% |
| YTD | -6.2% | +35.2% | -41.3% | -25.3% |
| 1Y | -22.9% | +37.6% | -60.4% | -39.5% |
| 3Y | +173.6% | +72.0% | +101.6% | +76.8% |
| 5Y | +226.6% | +139.0% | +87.6% | +67.0% |
| All | +226.6% | +136.3% | +90.3% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling