-20.7%
TLT vs OKE
+266.1%
-286.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.2% |
| 7D | -1.6% | +1.2% | -2.9% | -1.6% |
| 30D | -1.1% | +4.5% | -5.6% | -0.9% |
| 3M | -4.9% | +9.6% | -14.5% | -4.4% |
| 6M | -5.0% | +15.4% | -20.4% | -4.4% |
| YTD | -4.4% | +36.5% | -40.8% | -3.0% |
| 1Y | -6.4% | +39.0% | -45.4% | -4.9% |
| 3Y | -2.0% | +74.3% | -76.3% | +0.9% |
| 5Y | -35.0% | +141.2% | -176.2% | -31.7% |
| All | -20.7% | +266.1% | -286.8% | -19.5% |
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