+205.8%
RSP vs OKE
+266.1%
-60.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -1.9% | +1.2% | -3.1% | -2.2% |
| 30D | -2.8% | +4.5% | -7.3% | -4.1% |
| 3M | +2.8% | +9.6% | -6.8% | -0.2% |
| 6M | +10.2% | +15.4% | -5.2% | +4.8% |
| YTD | +13.1% | +36.5% | -23.4% | +1.9% |
| 1Y | +14.8% | +39.0% | -24.2% | +2.7% |
| 3Y | +52.6% | +74.3% | -21.7% | +26.1% |
| 5Y | +51.6% | +141.2% | -89.6% | +12.9% |
| All | +205.8% | +266.1% | -60.2% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling