-15.2%
RDW vs OKE
+40.8%
-56.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -2.7% | -17.2% | -20.4% |
| 7D | -32.4% | -9.0% | -23.4% | -34.2% |
| 30D | -41.7% | -2.3% | -39.5% | -41.7% |
| 3M | -42.3% | 0.0% | -42.2% | -41.5% |
| 6M | -28.8% | -2.0% | -26.8% | -28.7% |
| YTD | -18.6% | +23.2% | -41.7% | -26.0% |
| 1Y | -15.2% | +36.6% | -51.8% | -21.6% |
| All | -15.2% | +40.8% | -56.0% | -21.6% |
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 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