+137.0%
OKE vs TRMB
-39.0%
+176.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | +1.2% | -3.0% | +4.3% | +2.2% |
| 30D | +4.5% | +2.3% | +2.2% | +3.6% |
| 3M | +9.6% | +15.3% | -5.7% | +4.3% |
| 6M | +15.4% | -14.7% | +30.1% | +20.1% |
| YTD | +36.5% | -26.4% | +62.9% | +48.6% |
| 1Y | +39.0% | -30.4% | +69.4% | +53.7% |
| 3Y | +74.3% | +13.5% | +60.8% | +58.4% |
| All | +137.0% | -39.0% | +176.0% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling