+13.8%
VRT vs OKE
+43.1%
-29.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.6% | -9.3% | -13.4% |
| 7D | -15.4% | -5.2% | -10.2% | -16.1% |
| 30D | -19.0% | +1.1% | -20.1% | -18.7% |
| 3M | -23.8% | +2.2% | -26.0% | -22.9% |
| 6M | -37.9% | 0.0% | -37.9% | -37.3% |
| YTD | +27.0% | +26.5% | +0.4% | +29.1% |
| 1Y | +13.8% | +44.6% | -30.8% | +13.6% |
| All | +13.8% | +43.1% | -29.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling