+211.9%
TER vs OKE
+136.3%
+75.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -2.4% | +4.6% | -7.0% | -4.1% |
| 3M | +6.5% | +6.9% | -0.4% | +3.0% |
| 6M | +23.2% | +15.8% | +7.4% | +13.0% |
| YTD | +91.5% | +35.2% | +56.3% | +61.7% |
| 1Y | +214.8% | +37.6% | +177.2% | +162.3% |
| 3Y | +275.3% | +72.0% | +203.3% | +168.6% |
| 5Y | +211.9% | +139.0% | +73.0% | +86.0% |
| All | +211.9% | +136.3% | +75.7% | +86.0% |
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