-52.2%
RDDT vs OKE
+40.8%
-93.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.7% | -5.3% | -9.3% |
| 7D | -27.6% | -9.0% | -18.6% | -31.0% |
| 30D | -37.0% | -2.3% | -34.8% | -37.7% |
| 3M | -39.6% | 0.0% | -39.5% | -39.1% |
| 6M | -45.3% | -2.0% | -43.4% | -44.8% |
| YTD | -59.2% | +23.2% | -82.4% | -58.3% |
| 1Y | -52.2% | +36.6% | -88.8% | -51.0% |
| All | -52.2% | +40.8% | -93.0% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling