+2,826.7%
VRT vs OKE
+140.6%
+2,686.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.8% |
| 7D | +13.6% | +1.9% | +11.7% | +12.7% |
| 30D | +6.8% | +12.8% | -6.1% | +1.4% |
| 3M | -3.2% | +11.9% | -15.2% | -8.6% |
| 6M | +20.3% | +14.9% | +5.5% | +11.2% |
| YTD | +79.6% | +37.7% | +41.9% | +52.4% |
| 1Y | +139.0% | +44.1% | +94.9% | +97.9% |
| 3Y | +644.6% | +75.3% | +569.4% | +483.1% |
| 5Y | +1,024.4% | +144.0% | +880.3% | +665.8% |
| All | +2,826.7% | +140.6% | +2,686.1% | +1,289.1% |
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