+36.8%
RKT vs OKE
+72.4%
-35.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | 0.0% |
| 7D | -6.3% | +1.2% | -7.5% | -6.2% |
| 30D | -6.2% | +4.5% | -10.7% | -6.0% |
| 3M | -1.9% | +9.6% | -11.5% | -1.5% |
| 6M | -13.0% | +15.4% | -28.4% | -13.6% |
| YTD | -31.9% | +36.5% | -68.4% | -34.8% |
| 1Y | -37.6% | +39.0% | -76.5% | -40.5% |
| 3Y | +36.8% | +74.3% | -37.5% | -9.6% |
| All | +36.8% | +72.4% | -35.6% | -9.6% |
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