+8,187.2%
TMO vs OKE
+16,094.5%
-7,907.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -0.6% | +1.2% | -1.9% | -0.9% |
| 30D | +1.1% | +4.5% | -3.4% | +0.1% |
| 3M | +28.3% | +9.6% | +18.7% | +25.5% |
| 6M | +23.3% | +15.4% | +7.9% | +18.6% |
| YTD | +5.5% | +36.5% | -31.0% | -2.6% |
| 1Y | +24.5% | +39.0% | -14.4% | +14.4% |
| 3Y | +19.6% | +74.3% | -54.7% | +3.2% |
| 5Y | +8.1% | +141.2% | -133.1% | -14.1% |
| 10Y | +336.7% | +262.1% | +74.6% | +176.4% |
| All | +8,187.2% | +16,094.5% | -7,907.4% | +2,029.0% |
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