+1,169.0%
VST vs OKE
+237.0%
+932.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +10.9% | -0.5% | +11.4% | +11.2% |
| 30D | -15.6% | -3.1% | -12.5% | -14.5% |
| 3M | -7.8% | -2.6% | -5.2% | -7.0% |
| 6M | -12.0% | +2.8% | -14.7% | -13.8% |
| YTD | -16.9% | +25.9% | -42.8% | -25.9% |
| 1Y | -25.1% | +34.0% | -59.0% | -35.1% |
| 3Y | +297.1% | +58.9% | +238.2% | +234.4% |
| 5Y | +641.9% | +81.8% | +560.1% | +487.8% |
| All | +1,169.0% | +237.0% | +932.1% | +693.2% |
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