+14,991.9%
OKE vs TYL
+14,686.9%
+305.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | +0.8% | +4.5% | +5.3% |
| 30D | -1.3% | +21.1% | -22.4% | -3.2% |
| 3M | -2.0% | +28.9% | -31.0% | -4.5% |
| 6M | +3.4% | +42.0% | -38.6% | -0.3% |
| YTD | +28.2% | -6.6% | +34.8% | +27.9% |
| 1Y | +35.7% | -9.1% | +44.7% | +35.7% |
| 3Y | +61.0% | +1.8% | +59.2% | +58.9% |
| 5Y | +85.8% | -22.9% | +108.7% | +86.6% |
| 10Y | +242.1% | +182.3% | +59.8% | +208.8% |
| All | +14,991.9% | +14,686.9% | +305.0% | +9,831.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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