+4,537.3%
RCL vs OKE
+9,110.8%
-4,573.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.4% |
| 7D | -0.5% | +1.9% | -2.4% | -1.4% |
| 30D | -17.3% | +12.8% | -30.2% | -22.5% |
| 3M | -2.8% | +11.9% | -14.7% | -9.3% |
| 6M | -4.4% | +14.9% | -19.3% | -13.5% |
| YTD | -4.2% | +37.7% | -41.9% | -22.1% |
| 1Y | -23.4% | +44.1% | -67.4% | -39.3% |
| 3Y | +179.4% | +75.3% | +104.1% | +97.6% |
| 5Y | +238.8% | +144.0% | +94.7% | +102.0% |
| 10Y | +350.2% | +249.7% | +100.4% | +116.4% |
| All | +4,537.3% | +9,110.8% | -4,573.5% | +650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling