+96.0%
OKE vs TLN
+602.5%
-506.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.9% |
| 7D | +1.9% | +10.9% | -9.0% | +0.9% |
| 30D | +12.8% | -6.3% | +19.1% | +13.4% |
| 3M | +11.9% | -10.7% | +22.6% | +12.5% |
| 6M | +14.9% | +1.6% | +13.2% | +12.7% |
| YTD | +37.7% | -13.1% | +50.8% | +37.2% |
| 1Y | +44.1% | -15.1% | +59.1% | +42.9% |
| 3Y | +75.3% | +495.0% | -419.8% | +17.4% |
| All | +96.0% | +602.5% | -506.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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