+85.0%
OKE vs TPR
+230.3%
-145.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +5.4% | -0.3% | +5.6% | +5.4% |
| 30D | -1.3% | +15.1% | -16.4% | -3.9% |
| 3M | -2.0% | +3.5% | -5.6% | -2.9% |
| 6M | +3.4% | +0.4% | +3.0% | +2.1% |
| YTD | +28.2% | +4.6% | +23.6% | +23.7% |
| 1Y | +35.7% | +33.1% | +2.6% | +23.5% |
| 3Y | +61.0% | +396.0% | -335.0% | -0.5% |
| All | +85.0% | +230.3% | -145.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling