+258.5%
OKE vs TPR
+327.7%
-69.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +0.2% |
| 7D | +1.2% | -3.0% | +4.2% | +2.2% |
| 30D | +4.5% | -22.6% | +27.1% | +12.5% |
| 3M | +9.6% | -18.2% | +27.8% | +15.4% |
| 6M | +15.4% | -18.0% | +33.3% | +19.5% |
| YTD | +36.5% | -6.4% | +42.9% | +34.1% |
| 1Y | +39.0% | +12.3% | +26.7% | +26.9% |
| 3Y | +74.3% | +298.7% | -224.4% | -5.9% |
| 5Y | +141.2% | +232.5% | -91.3% | +31.7% |
| All | +258.5% | +327.7% | -69.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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