+1,115.0%
RSP vs OKE
+3,528.7%
-2,413.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | -1.5% | +12.8% | -14.4% | -5.6% |
| 3M | +4.8% | +11.9% | -7.1% | +0.4% |
| 6M | +10.3% | +14.9% | -4.6% | +4.1% |
| YTD | +14.1% | +37.7% | -23.7% | +0.7% |
| 1Y | +17.0% | +44.1% | -27.0% | +1.5% |
| 3Y | +54.2% | +75.3% | -21.1% | +22.9% |
| 5Y | +51.5% | +144.0% | -92.5% | +6.1% |
| 10Y | +204.4% | +249.7% | -45.3% | +61.9% |
| All | +1,115.0% | +3,528.7% | -2,413.6% | +92.2% |
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