+258.5%
OKE vs TEVA
-22.9%
+281.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +1.2% | +2.0% | -0.8% | +0.8% |
| 30D | +4.5% | +1.0% | +3.5% | +4.1% |
| 3M | +9.6% | +7.3% | +2.3% | +7.3% |
| 6M | +15.4% | +21.7% | -6.4% | +8.5% |
| YTD | +36.5% | +18.8% | +17.6% | +28.7% |
| 1Y | +39.0% | +86.5% | -47.5% | +15.6% |
| 3Y | +74.3% | +269.4% | -195.1% | +13.3% |
| 5Y | +141.2% | +303.6% | -162.4% | +45.6% |
| All | +258.5% | -22.9% | +281.4% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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