-42.2%
RIG vs OKE
+266.1%
-308.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.6% |
| 7D | -3.1% | +1.2% | -4.3% | -4.3% |
| 30D | -0.5% | +4.5% | -5.0% | -5.1% |
| 3M | -6.0% | +9.6% | -15.6% | -14.4% |
| 6M | -10.1% | +15.4% | -25.5% | -22.7% |
| YTD | +37.3% | +36.5% | +0.8% | -0.4% |
| 1Y | +73.9% | +39.0% | +35.0% | +23.7% |
| 3Y | -30.2% | +74.3% | -104.5% | -60.1% |
| 5Y | +62.5% | +141.2% | -78.7% | -27.8% |
| All | -42.2% | +266.1% | -308.3% | -75.8% |
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