+16,116.0%
OKE vs TXT
+2,083.0%
+14,033.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +12.8% | -11.1% | +23.9% | +17.2% |
| 3M | +11.9% | -13.0% | +24.9% | +16.5% |
| 6M | +14.9% | -16.2% | +31.1% | +20.5% |
| YTD | +37.7% | -8.7% | +46.4% | +40.0% |
| 1Y | +44.1% | -3.8% | +47.8% | +43.6% |
| 3Y | +75.3% | +5.5% | +69.7% | +67.6% |
| 5Y | +144.0% | +12.3% | +131.7% | +126.9% |
| 10Y | +249.7% | +97.4% | +152.3% | +172.6% |
| All | +16,116.0% | +2,083.0% | +14,033.1% | +6,125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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