+1,232.7%
VST vs OKE
+250.2%
+982.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +5.8% | +6.1% | -0.3% | +3.3% |
| 3M | +3.5% | +10.4% | -7.0% | -1.0% |
| 6M | -7.4% | +14.2% | -21.5% | -13.3% |
| YTD | -6.1% | +35.3% | -41.4% | -18.5% |
| 1Y | -21.6% | +40.6% | -62.2% | -33.4% |
| 3Y | +357.2% | +72.2% | +285.0% | +272.9% |
| 5Y | +777.0% | +139.6% | +637.4% | +530.2% |
| All | +1,232.7% | +250.2% | +982.5% | +659.2% |
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