-21.2%
TMUS vs OKE
+43.1%
-64.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +3.6% |
| 7D | +7.5% | -5.2% | +12.7% | +8.3% |
| 30D | -3.3% | +1.1% | -4.5% | -3.8% |
| 3M | -9.7% | +2.2% | -11.9% | -10.1% |
| 6M | -17.2% | 0.0% | -17.2% | -17.5% |
| YTD | -20.3% | +26.5% | -46.9% | -22.3% |
| 1Y | -21.2% | +44.6% | -65.8% | -21.3% |
| All | -21.2% | +43.1% | -64.4% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling