+3,363.4%
OKE vs TPR
+7,380.8%
-4,017.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.7% | -2.3% | +3.0% | +1.3% |
| 30D | +9.4% | -23.0% | +32.4% | +16.8% |
| 3M | +8.6% | -12.5% | +21.0% | +11.4% |
| 6M | +15.3% | -21.4% | +36.7% | +20.4% |
| YTD | +34.8% | -3.5% | +38.3% | +32.2% |
| 1Y | +35.3% | +17.4% | +17.9% | +24.5% |
| 3Y | +69.5% | +291.3% | -221.8% | +5.5% |
| 5Y | +135.2% | +241.9% | -106.7% | +46.5% |
| 10Y | +261.7% | +322.7% | -61.0% | +93.8% |
| All | +3,363.4% | +7,380.8% | -4,017.3% | +926.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling