+258.5%
OKE vs TAP
-49.9%
+308.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.4% |
| 7D | +1.2% | -3.9% | +5.1% | +3.0% |
| 30D | +4.5% | -5.3% | +9.7% | +6.7% |
| 3M | +9.6% | -3.8% | +13.4% | +10.7% |
| 6M | +15.4% | -11.4% | +26.7% | +20.5% |
| YTD | +36.5% | -13.7% | +50.2% | +43.4% |
| 1Y | +39.0% | -17.2% | +56.2% | +48.1% |
| 3Y | +74.3% | -33.1% | +107.4% | +100.7% |
| 5Y | +141.2% | +0.8% | +140.4% | +112.6% |
| All | +258.5% | -49.9% | +308.4% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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