+258.5%
OKE vs TECK
+377.7%
-119.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +1.2% | -3.8% | +5.1% | +2.6% |
| 30D | +4.5% | +0.7% | +3.7% | +3.8% |
| 3M | +9.6% | +4.6% | +5.0% | +6.2% |
| 6M | +15.4% | +25.1% | -9.7% | +1.9% |
| YTD | +36.5% | +39.2% | -2.7% | +13.9% |
| 1Y | +39.0% | +60.3% | -21.4% | +8.4% |
| 3Y | +74.3% | +62.9% | +11.4% | +26.4% |
| 5Y | +141.2% | +181.5% | -40.3% | +24.4% |
| All | +258.5% | +377.7% | -119.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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