+535.3%
VRT vs OKE
+70.8%
+464.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -7.7% | 0.0% | -7.7% | -7.6% |
| 30D | -12.0% | +4.6% | -16.5% | -13.9% |
| 3M | -11.7% | +6.9% | -18.6% | -15.4% |
| 6M | -8.1% | +15.8% | -23.8% | -17.8% |
| YTD | +53.2% | +35.2% | +18.0% | +21.0% |
| 1Y | +81.7% | +37.6% | +44.1% | +40.2% |
| All | +535.3% | +70.8% | +464.5% | +482.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling