+100.7%
ROST vs OKE
+72.4%
+28.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | -6.9% | +4.5% | -11.4% | -7.3% |
| 3M | -3.3% | +9.6% | -12.9% | -4.3% |
| 6M | +9.0% | +15.4% | -6.3% | +6.7% |
| YTD | +28.9% | +36.5% | -7.6% | +22.1% |
| 1Y | +54.0% | +39.0% | +15.0% | +45.2% |
| 3Y | +100.7% | +74.3% | +26.4% | +73.5% |
| All | +100.7% | +72.4% | +28.3% | +73.5% |
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