+15,968.0%
OKE vs TEVA
+7,037.9%
+8,930.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | +1.2% | +2.0% | -0.8% | +0.9% |
| 30D | +4.5% | +1.0% | +3.5% | +4.2% |
| 3M | +9.6% | +7.3% | +2.3% | +8.0% |
| 6M | +15.4% | +21.7% | -6.4% | +10.5% |
| YTD | +36.5% | +18.8% | +17.6% | +30.9% |
| 1Y | +39.0% | +86.5% | -47.5% | +22.2% |
| 3Y | +74.3% | +269.4% | -195.1% | +30.9% |
| 5Y | +141.2% | +303.6% | -162.4% | +73.7% |
| 10Y | +262.1% | -22.9% | +285.0% | +210.0% |
| All | +15,968.0% | +7,037.9% | +8,930.0% | +11,441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling