+852.9%
OKE vs TRGP
+2,246.2%
-1,393.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | 0.0% | -0.6% | +0.5% | +0.3% |
| 30D | +4.6% | +10.0% | -5.4% | -1.7% |
| 3M | +6.9% | +7.6% | -0.7% | +1.8% |
| 6M | +15.8% | +26.8% | -11.0% | -0.4% |
| YTD | +35.2% | +60.6% | -25.4% | +0.4% |
| 1Y | +37.6% | +82.5% | -44.9% | -6.2% |
| 3Y | +72.0% | +265.0% | -193.0% | -24.2% |
| 5Y | +139.0% | +645.9% | -506.9% | -32.6% |
| 10Y | +258.7% | +850.7% | -591.9% | -30.4% |
| All | +852.9% | +2,246.2% | -1,393.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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