+74.3%
OKE vs TROW
+11.3%
+63.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | +1.2% | -3.2% | +4.4% | +2.2% |
| 30D | +4.5% | -4.6% | +9.1% | +5.9% |
| 3M | +9.6% | -0.7% | +10.3% | +8.8% |
| 6M | +15.4% | +22.2% | -6.8% | +6.0% |
| YTD | +36.5% | +6.6% | +29.8% | +31.1% |
| 1Y | +39.0% | +5.8% | +33.1% | +33.8% |
| 3Y | +74.3% | +11.6% | +62.7% | +59.1% |
| All | +74.3% | +11.3% | +63.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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