+74.3%
OKE vs TRMB
+12.4%
+61.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +1.2% | -3.0% | +4.3% | +1.9% |
| 30D | +4.5% | +2.3% | +2.2% | +3.8% |
| 3M | +9.6% | +15.3% | -5.7% | +5.4% |
| 6M | +15.4% | -14.7% | +30.1% | +19.6% |
| YTD | +36.5% | -26.4% | +62.9% | +47.4% |
| 1Y | +39.0% | -30.4% | +69.4% | +52.3% |
| 3Y | +74.3% | +13.5% | +60.8% | +62.6% |
| All | +74.3% | +12.4% | +61.9% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling