+111.7%
RIOT vs OKE
+72.4%
+39.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.0% |
| 7D | -1.5% | +1.2% | -2.8% | -2.1% |
| 30D | +5.7% | +4.5% | +1.2% | +3.1% |
| 3M | -17.9% | +9.6% | -27.5% | -22.8% |
| 6M | +45.0% | +15.4% | +29.6% | +26.5% |
| YTD | +69.5% | +36.5% | +33.0% | +26.2% |
| 1Y | +37.2% | +39.0% | -1.8% | -0.4% |
| 3Y | +111.7% | +74.3% | +37.4% | +23.3% |
| All | +111.7% | +72.4% | +39.4% | +23.3% |
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