+72.9%
OKE vs TPR
+279.7%
-206.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.4% |
| 7D | -0.2% | -7.3% | +7.1% | +0.5% |
| 30D | +6.1% | -30.7% | +36.8% | +9.5% |
| 3M | +10.4% | -21.6% | +32.1% | +12.5% |
| 6M | +14.2% | -21.3% | +35.5% | +15.7% |
| YTD | +35.3% | -10.2% | +45.5% | +33.8% |
| 1Y | +40.6% | +9.5% | +31.1% | +33.5% |
| All | +72.9% | +279.7% | -206.9% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling