+124.7%
OKE vs TENB
-3.6%
+128.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.9% |
| 7D | 0.0% | -7.1% | +7.1% | +1.4% |
| 30D | +4.6% | -15.4% | +19.9% | +7.6% |
| 3M | +6.9% | +19.5% | -12.6% | +1.1% |
| 6M | +15.8% | +54.8% | -39.1% | +2.1% |
| YTD | +35.2% | +36.1% | -0.9% | +21.9% |
| 1Y | +37.6% | +7.0% | +30.6% | +31.2% |
| 3Y | +72.0% | -27.6% | +99.6% | +75.2% |
| 5Y | +139.0% | -30.5% | +169.4% | +129.7% |
| All | +124.7% | -3.6% | +128.4% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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