-5.6%
TLT vs OKE
+43.1%
-48.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.6% |
| 7D | +1.0% | -5.2% | +6.2% | +0.6% |
| 30D | +6.0% | +1.1% | +4.9% | +6.2% |
| 3M | -0.9% | +2.2% | -3.1% | -0.6% |
| 6M | -2.3% | 0.0% | -2.3% | -2.1% |
| YTD | -3.3% | +26.5% | -29.8% | -2.5% |
| 1Y | -5.6% | +44.6% | -50.2% | -3.4% |
| All | -5.6% | +43.1% | -48.7% | -3.4% |
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