+36.6%
OKE vs TRI
-16.8%
+53.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.6% |
| 7D | -9.0% | +1.5% | -10.5% | -8.9% |
| 30D | -2.3% | +20.4% | -22.7% | -2.2% |
| 3M | 0.0% | +20.6% | -20.6% | +0.1% |
| 6M | -2.0% | +25.5% | -27.4% | -2.2% |
| YTD | +23.2% | -7.1% | +30.3% | +26.3% |
| 1Y | +36.6% | -14.7% | +51.3% | +43.3% |
| All | +36.6% | -16.8% | +53.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling