-53.1%
TE vs OKE
+98.0%
-151.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | +0.2% | +1.2% | -1.0% | 0.0% |
| 30D | -5.9% | +4.5% | -10.4% | -6.7% |
| 3M | -45.6% | +9.6% | -55.2% | -46.9% |
| 6M | -43.4% | +15.4% | -58.7% | -45.7% |
| YTD | -31.0% | +36.5% | -67.4% | -36.5% |
| 1Y | +145.2% | +39.0% | +106.2% | +124.5% |
| 3Y | -24.1% | +74.3% | -98.3% | -31.4% |
| 5Y | -48.1% | +141.2% | -189.3% | -54.0% |
| All | -53.1% | +98.0% | -151.0% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling