-25.8%
TE vs OKE
+43.1%
-69.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -5.9% |
| 7D | +3.8% | -5.2% | +9.0% | +0.2% |
| 30D | -26.2% | +1.1% | -27.4% | -25.1% |
| 3M | -49.7% | +2.2% | -51.9% | -47.8% |
| 6M | -46.5% | 0.0% | -46.5% | -44.9% |
| YTD | -59.1% | +26.5% | -85.7% | -61.9% |
| 1Y | -25.8% | +44.6% | -70.4% | -29.5% |
| All | -25.8% | +43.1% | -69.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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