+212.8%
RDDT vs OKE
+38.1%
+174.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.3% |
| 7D | +2.1% | +1.2% | +0.9% | +1.7% |
| 30D | +2.8% | +4.5% | -1.7% | +1.2% |
| 3M | -8.9% | +9.6% | -18.6% | -12.9% |
| 6M | +15.1% | +15.4% | -0.3% | +4.6% |
| YTD | -31.4% | +36.5% | -67.8% | -45.1% |
| 1Y | -39.4% | +39.0% | -78.4% | -52.4% |
| All | +212.8% | +38.1% | +174.7% | +164.6% |
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