+69,276.2%
ROST vs OKE
+15,960.4%
+53,315.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -11.4% | +6.1% | -17.5% | -12.9% |
| 3M | -1.6% | +10.4% | -12.1% | -4.5% |
| 6M | +6.8% | +14.2% | -7.3% | +2.2% |
| YTD | +25.8% | +35.3% | -9.5% | +14.7% |
| 1Y | +52.4% | +40.6% | +11.8% | +37.3% |
| 3Y | +94.4% | +72.2% | +22.2% | +62.9% |
| 5Y | +108.2% | +139.6% | -31.4% | +57.9% |
| 10Y | +308.5% | +259.1% | +49.4% | +154.9% |
| All | +69,276.2% | +15,960.4% | +53,315.8% | +19,727.9% |
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