+392.4%
OKE vs TRU
+228.8%
+163.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.6% |
| 7D | +1.2% | -2.7% | +4.0% | +2.3% |
| 30D | +4.5% | -2.0% | +6.5% | +5.0% |
| 3M | +9.6% | +18.4% | -8.8% | +1.2% |
| 6M | +15.4% | +8.9% | +6.5% | +8.6% |
| YTD | +36.5% | -8.9% | +45.4% | +36.6% |
| 1Y | +39.0% | -15.9% | +54.8% | +42.9% |
| 3Y | +74.3% | -1.1% | +75.4% | +54.0% |
| 5Y | +141.2% | -35.2% | +176.4% | +160.8% |
| 10Y | +262.1% | +145.3% | +116.8% | +103.4% |
| All | +392.4% | +228.8% | +163.6% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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