+139.0%
OKE vs TPR
+222.6%
-83.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | 0.0% | -5.1% | +5.1% | +0.9% |
| 30D | +4.6% | -27.6% | +32.1% | +10.4% |
| 3M | +6.9% | -17.5% | +24.4% | +9.8% |
| 6M | +15.8% | -21.3% | +37.1% | +19.1% |
| YTD | +35.2% | -8.5% | +43.7% | +33.8% |
| 1Y | +37.6% | +11.5% | +26.1% | +29.1% |
| 3Y | +72.0% | +288.0% | -216.0% | +11.9% |
| 5Y | +139.0% | +225.2% | -86.2% | +56.7% |
| All | +139.0% | +222.6% | -83.7% | +56.7% |
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