+89.6%
VRT vs OKE
+40.5%
+49.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.8% |
| 7D | -8.4% | +1.2% | -9.6% | -8.2% |
| 30D | -10.9% | +4.5% | -15.3% | -10.0% |
| 3M | -13.7% | +9.6% | -23.3% | -11.5% |
| 6M | -4.1% | +15.4% | -19.5% | -1.6% |
| YTD | +58.7% | +36.5% | +22.3% | +65.5% |
| 1Y | +89.6% | +39.0% | +50.7% | +92.7% |
| All | +89.6% | +40.5% | +49.2% | +92.7% |
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