-35.5%
TLT vs OKE
+135.8%
-171.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -3.7% | +6.9% | -10.7% | -3.5% |
| 6M | -6.4% | +15.8% | -22.1% | -6.1% |
| YTD | -4.5% | +35.2% | -39.7% | -4.0% |
| 1Y | -5.9% | +37.6% | -43.4% | -5.4% |
| 3Y | -2.8% | +72.0% | -74.8% | -1.7% |
| All | -35.5% | +135.8% | -171.3% | -31.7% |
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 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