+74.3%
OKE vs TD
+127.3%
-53.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.2% | -0.5% | +1.8% | +1.4% |
| 30D | +4.5% | -1.9% | +6.4% | +5.0% |
| 3M | +9.6% | +4.8% | +4.9% | +7.7% |
| 6M | +15.4% | +28.0% | -12.6% | +5.2% |
| YTD | +36.5% | +30.3% | +6.2% | +23.3% |
| 1Y | +39.0% | +59.8% | -20.8% | +14.7% |
| 3Y | +74.3% | +124.7% | -50.4% | +20.8% |
| All | +74.3% | +127.3% | -53.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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