+72.7%
OKE vs TAP
-33.1%
+105.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | 0.0% | -5.3% | +5.2% | +0.8% |
| 30D | +4.6% | -7.4% | +12.0% | +5.8% |
| 3M | +6.9% | -4.9% | +11.9% | +7.5% |
| 6M | +15.8% | -14.2% | +30.0% | +18.4% |
| YTD | +35.2% | -14.8% | +50.0% | +38.0% |
| 1Y | +37.6% | -18.1% | +55.7% | +41.4% |
| All | +72.7% | -33.1% | +105.8% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling