+131.2%
TLT vs OKE
+3,846.3%
-3,715.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.2% |
| 7D | +0.4% | +1.9% | -1.5% | +0.6% |
| 30D | -0.3% | +12.8% | -13.1% | +0.7% |
| 3M | -1.7% | +11.9% | -13.7% | -0.8% |
| 6M | -4.9% | +14.9% | -19.8% | -3.7% |
| YTD | -2.8% | +37.7% | -40.5% | -0.1% |
| 1Y | -4.2% | +44.1% | -48.3% | -1.2% |
| 3Y | -1.1% | +75.3% | -76.3% | +4.3% |
| 5Y | -33.7% | +144.0% | -177.7% | -27.6% |
| 10Y | -20.7% | +249.7% | -270.4% | -7.3% |
| All | +131.2% | +3,846.3% | -3,715.1% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling