+279.2%
RTX vs OKE
+266.1%
+13.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.6% |
| 7D | -1.5% | +1.2% | -2.8% | -2.0% |
| 30D | -11.0% | +4.5% | -15.5% | -12.4% |
| 3M | +7.7% | +9.6% | -1.9% | +3.8% |
| 6M | -3.9% | +15.4% | -19.3% | -9.7% |
| YTD | +9.0% | +36.5% | -27.5% | -4.1% |
| 1Y | +27.3% | +39.0% | -11.7% | +11.0% |
| 3Y | +172.9% | +74.3% | +98.6% | +114.5% |
| 5Y | +165.2% | +141.2% | +24.0% | +80.9% |
| All | +279.2% | +266.1% | +13.1% | +112.1% |
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