+54.0%
ROST vs OKE
+40.5%
+13.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.4% |
| 7D | +0.2% | +1.2% | -1.0% | +0.4% |
| 30D | -6.9% | +4.5% | -11.4% | -6.3% |
| 3M | -3.3% | +9.6% | -12.9% | -2.2% |
| 6M | +9.0% | +15.4% | -6.3% | +10.4% |
| YTD | +28.9% | +36.5% | -7.6% | +28.8% |
| 1Y | +54.0% | +39.0% | +15.0% | +54.3% |
| All | +54.0% | +40.5% | +13.5% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling