-25.7%
RKT vs OKE
+353.7%
-379.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -2.4% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -2.4% | +6.1% | -8.5% | -3.5% |
| 3M | +1.9% | +10.4% | -8.6% | -0.6% |
| 6M | -13.9% | +14.2% | -28.0% | -17.3% |
| YTD | -30.6% | +35.3% | -66.0% | -36.8% |
| 1Y | -34.4% | +40.6% | -75.0% | -40.8% |
| 3Y | +38.2% | +72.2% | -34.0% | +12.3% |
| 5Y | -9.7% | +139.6% | -149.3% | -29.8% |
| All | -25.7% | +353.7% | -379.4% | -44.3% |
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 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