+2.0%
RDW vs OKE
+204.3%
-202.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.9% |
| 7D | +0.9% | +1.2% | -0.4% | +0.2% |
| 30D | -21.3% | +4.5% | -25.8% | -23.3% |
| 3M | -37.9% | +9.6% | -47.5% | -42.4% |
| 6M | +12.3% | +15.4% | -3.1% | -2.1% |
| YTD | +39.7% | +36.5% | +3.3% | +7.5% |
| 1Y | +25.7% | +39.0% | -13.3% | -5.1% |
| 3Y | +230.8% | +74.3% | +156.5% | +129.3% |
| 5Y | -8.8% | +141.2% | -150.0% | -41.7% |
| All | +2.0% | +204.3% | -202.3% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling