-49.3%
TE vs OKE
+138.0%
-187.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.2% |
| 7D | +0.2% | +1.2% | -1.0% | -0.3% |
| 30D | -5.9% | +4.5% | -10.4% | -8.2% |
| 3M | -45.6% | +9.6% | -55.2% | -49.4% |
| 6M | -43.4% | +15.4% | -58.7% | -50.7% |
| YTD | -31.0% | +36.5% | -67.4% | -47.7% |
| 1Y | +145.2% | +39.0% | +106.2% | +82.1% |
| 3Y | -24.1% | +74.3% | -98.3% | -51.1% |
| All | -49.3% | +138.0% | -187.4% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling