-42.4%
RIG vs OKE
+8,880.3%
-8,922.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.4% |
| 7D | -3.1% | +1.2% | -4.3% | -4.0% |
| 30D | -0.5% | +4.5% | -5.0% | -4.0% |
| 3M | -6.0% | +9.6% | -15.6% | -12.4% |
| 6M | -10.1% | +15.4% | -25.5% | -19.6% |
| YTD | +37.3% | +36.5% | +0.8% | +8.1% |
| 1Y | +73.9% | +39.0% | +35.0% | +35.1% |
| 3Y | -30.2% | +74.3% | -104.5% | -53.2% |
| 5Y | +62.5% | +141.2% | -78.7% | -8.4% |
| 10Y | -42.3% | +262.1% | -304.4% | -72.0% |
| All | -42.4% | +8,880.3% | -8,922.7% | -92.5% |
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 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