+2,486.9%
VRT vs OKE
+138.4%
+2,348.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.2% |
| 7D | -8.4% | +1.2% | -9.6% | -8.8% |
| 30D | -10.9% | +4.5% | -15.3% | -12.5% |
| 3M | -13.7% | +9.6% | -23.3% | -17.6% |
| 6M | -4.1% | +15.4% | -19.5% | -11.4% |
| YTD | +58.7% | +36.5% | +22.3% | +35.4% |
| 1Y | +89.6% | +39.0% | +50.7% | +59.6% |
| 3Y | +558.1% | +74.3% | +483.8% | +417.1% |
| 5Y | +953.0% | +141.2% | +811.7% | +621.2% |
| All | +2,486.9% | +138.4% | +2,348.4% | +1,133.6% |
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 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