-53.4%
TE vs OKE
+96.1%
-149.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -16.3% | +4.6% | -20.9% | -17.0% |
| 3M | -40.8% | +6.9% | -47.7% | -41.9% |
| 6M | -42.6% | +15.8% | -58.4% | -45.1% |
| YTD | -31.4% | +35.2% | -66.6% | -36.8% |
| 1Y | +144.9% | +37.6% | +107.3% | +124.6% |
| 3Y | -26.0% | +72.0% | -98.0% | -33.0% |
| 5Y | -48.5% | +139.0% | -187.4% | -54.2% |
| All | -53.4% | +96.1% | -149.5% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling