+791.7%
RIOT vs OKE
+527.9%
+263.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.0% |
| 7D | -1.5% | +1.2% | -2.8% | -2.2% |
| 30D | +5.7% | +4.5% | +1.2% | +2.9% |
| 3M | -17.9% | +9.6% | -27.5% | -23.1% |
| 6M | +45.0% | +15.4% | +29.6% | +28.9% |
| YTD | +69.5% | +36.5% | +33.0% | +35.9% |
| 1Y | +37.2% | +39.0% | -1.8% | +8.3% |
| 3Y | +111.7% | +74.3% | +37.4% | +50.7% |
| 5Y | -27.5% | +141.2% | -168.7% | -55.1% |
| 10Y | +511.1% | +262.1% | +249.0% | +200.6% |
| All | +791.7% | +527.9% | +263.8% | +256.0% |
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