+1,058.9%
VST vs OKE
+222.9%
+836.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.7% |
| 7D | -6.0% | -5.0% | -1.1% | -4.0% |
| 30D | -18.8% | -1.6% | -17.1% | -18.2% |
| 3M | -8.0% | -2.2% | -5.8% | -7.4% |
| 6M | -10.9% | +5.0% | -15.9% | -13.6% |
| YTD | -18.3% | +24.8% | -43.1% | -27.0% |
| 1Y | -29.9% | +35.1% | -65.0% | -39.6% |
| 3Y | +290.3% | +57.5% | +232.8% | +229.6% |
| 5Y | +635.3% | +81.5% | +553.8% | +482.6% |
| 10Y | +1,162.4% | +225.3% | +937.0% | +638.6% |
| All | +1,058.9% | +222.9% | +836.0% | +580.5% |
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