+15,835.0%
OKE vs TAP
+778.9%
+15,056.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -0.2% | -5.1% | +4.9% | +1.1% |
| 30D | +6.1% | -8.4% | +14.5% | +8.3% |
| 3M | +10.4% | -3.9% | +14.4% | +11.2% |
| 6M | +14.2% | -14.4% | +28.5% | +18.0% |
| YTD | +35.3% | -14.7% | +50.1% | +39.7% |
| 1Y | +40.6% | -18.7% | +59.3% | +46.5% |
| 3Y | +72.2% | -32.6% | +104.9% | +85.9% |
| 5Y | +139.6% | -1.4% | +141.0% | +132.9% |
| 10Y | +259.1% | -50.4% | +309.5% | +299.4% |
| All | +15,835.0% | +778.9% | +15,056.1% | +11,270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling