+105.1%
OKE vs TXG
+27.0%
+78.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.6% |
| 7D | +1.2% | +9.5% | -8.2% | +0.4% |
| 30D | +4.5% | +18.8% | -14.3% | +2.6% |
| 3M | +9.6% | +136.1% | -126.5% | -0.4% |
| 6M | +15.4% | +235.2% | -219.9% | 0.0% |
| YTD | +36.5% | +320.5% | -284.1% | +14.5% |
| 1Y | +39.0% | +425.2% | -386.2% | +12.4% |
| 3Y | +74.3% | +42.9% | +31.4% | +58.3% |
| 5Y | +141.2% | -62.8% | +204.0% | +146.5% |
| All | +105.1% | +27.0% | +78.1% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling