-2.1%
TLT vs OKE
+70.8%
-72.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -1.3% | +4.6% | -5.9% | -1.3% |
| 3M | -3.7% | +6.9% | -10.7% | -3.6% |
| 6M | -6.4% | +15.8% | -22.1% | -6.2% |
| YTD | -4.5% | +35.2% | -39.7% | -4.5% |
| 1Y | -5.9% | +37.6% | -43.4% | -5.8% |
| All | -2.1% | +70.8% | -72.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling