+3,846.2%
OKE vs TECK
+2,066.2%
+1,780.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +1.7% |
| 7D | 0.0% | -4.2% | +4.2% | +1.1% |
| 30D | +4.6% | -0.4% | +5.0% | +4.4% |
| 3M | +6.9% | +10.1% | -3.2% | +2.8% |
| 6M | +15.8% | +26.0% | -10.2% | +5.4% |
| YTD | +35.2% | +38.0% | -2.9% | +18.7% |
| 1Y | +37.6% | +63.8% | -26.2% | +14.2% |
| 3Y | +72.0% | +68.5% | +3.5% | +36.2% |
| 5Y | +139.0% | +179.2% | -40.2% | +56.3% |
| 10Y | +258.7% | +358.6% | -99.9% | +89.4% |
| All | +3,846.2% | +2,066.2% | +1,780.0% | +1,398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling