+258.5%
OKE vs TDY
+479.2%
-220.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.1% |
| 7D | +1.2% | -1.1% | +2.4% | +2.1% |
| 30D | +4.5% | -12.0% | +16.5% | +14.5% |
| 3M | +9.6% | -3.2% | +12.8% | +11.1% |
| 6M | +15.4% | -7.9% | +23.2% | +19.4% |
| YTD | +36.5% | +18.2% | +18.2% | +15.2% |
| 1Y | +39.0% | +6.7% | +32.3% | +26.3% |
| 3Y | +74.3% | +47.5% | +26.8% | +18.0% |
| 5Y | +141.2% | +39.5% | +101.7% | +64.8% |
| All | +258.5% | +479.2% | -220.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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