+10,164.5%
RTX vs OKE
+16,243.7%
-6,079.2%
-52.7%
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% | -1.7% |
| 7D | -3.1% | +1.9% | -5.0% | -3.7% |
| 30D | -10.6% | +12.8% | -23.4% | -14.0% |
| 3M | +11.6% | +11.9% | -0.3% | +7.3% |
| 6M | -4.5% | +14.9% | -19.4% | -9.5% |
| YTD | +9.6% | +37.7% | -28.1% | -2.3% |
| 1Y | +30.8% | +44.1% | -13.2% | +14.8% |
| 3Y | +152.8% | +75.3% | +77.6% | +105.1% |
| 5Y | +167.1% | +144.0% | +23.1% | +91.9% |
| 10Y | +275.2% | +249.7% | +25.4% | +116.4% |
| All | +10,164.5% | +16,243.7% | -6,079.2% | +1,970.4% |
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