+652.2%
RGTI vs OKE
+72.4%
+579.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +0.5% | +1.2% | -0.8% | +0.2% |
| 30D | -17.1% | +4.5% | -21.6% | -18.1% |
| 3M | -26.0% | +9.6% | -35.6% | -28.6% |
| 6M | -9.9% | +15.4% | -25.2% | -15.8% |
| YTD | -31.1% | +36.5% | -67.5% | -40.6% |
| 1Y | -8.5% | +39.0% | -47.5% | -21.9% |
| 3Y | +652.2% | +74.3% | +577.9% | +342.6% |
| All | +652.2% | +72.4% | +579.8% | +342.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling