+16,116.0%
OKE vs TT
+16,069.8%
+46.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +1.9% | +1.6% | +0.3% | +1.3% |
| 30D | +12.8% | -7.3% | +20.1% | +15.8% |
| 3M | +11.9% | -2.6% | +14.5% | +12.1% |
| 6M | +14.9% | +5.9% | +9.0% | +10.9% |
| YTD | +37.7% | +15.4% | +22.3% | +28.5% |
| 1Y | +44.1% | +8.2% | +35.8% | +37.0% |
| 3Y | +75.3% | +122.7% | -47.4% | +26.4% |
| 5Y | +144.0% | +145.0% | -0.9% | +67.5% |
| 10Y | +249.7% | +893.7% | -644.0% | +55.7% |
| All | +16,116.0% | +16,069.8% | +46.2% | +3,347.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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