+44.6%
OKE vs TXG
+406.9%
-362.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -3.4% |
| 7D | -5.2% | -19.3% | +14.0% | -6.5% |
| 30D | +1.1% | -30.9% | +32.1% | -0.9% |
| 3M | +2.2% | +41.1% | -38.9% | +5.6% |
| 6M | 0.0% | +211.9% | -211.8% | +8.6% |
| YTD | +26.5% | +314.0% | -287.5% | +37.6% |
| 1Y | +44.6% | +405.4% | -360.8% | +59.5% |
| All | +44.6% | +406.9% | -362.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling