+19,135.2%
OKE vs TRMB
+3,227.2%
+15,908.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | 0.0% | -5.4% | +5.4% | +0.8% |
| 30D | +4.6% | -2.0% | +6.6% | +4.8% |
| 3M | +6.9% | +12.3% | -5.4% | +4.7% |
| 6M | +15.8% | -17.6% | +33.4% | +18.6% |
| YTD | +35.2% | -27.5% | +62.6% | +40.9% |
| 1Y | +37.6% | -29.1% | +66.7% | +43.7% |
| 3Y | +72.0% | +11.5% | +60.5% | +66.5% |
| 5Y | +139.0% | -39.5% | +178.4% | +151.0% |
| 10Y | +258.7% | +118.6% | +140.1% | +221.0% |
| All | +19,135.2% | +3,227.2% | +15,908.0% | +13,374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling