+3,291.9%
OKE vs TRI
+509.5%
+2,782.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | +1.2% | -7.9% | +9.1% | +4.8% |
| 30D | +4.5% | -4.5% | +9.0% | +5.8% |
| 3M | +9.6% | +22.1% | -12.5% | -2.7% |
| 6M | +15.4% | -2.8% | +18.1% | +11.9% |
| YTD | +36.5% | -23.4% | +59.9% | +45.1% |
| 1Y | +39.0% | -41.5% | +80.5% | +69.0% |
| 3Y | +74.3% | -19.2% | +93.5% | +73.9% |
| 5Y | +141.2% | -9.4% | +150.6% | +122.7% |
| 10Y | +262.1% | +195.6% | +66.5% | +81.7% |
| All | +3,291.9% | +509.5% | +2,782.5% | +973.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling