+317.5%
TMUS vs OKE
+266.1%
+51.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +3.5% | +4.5% | -1.0% | +2.6% |
| 3M | -1.3% | +9.6% | -10.9% | -3.2% |
| 6M | -13.6% | +15.4% | -29.0% | -16.3% |
| YTD | -8.8% | +36.5% | -45.2% | -14.7% |
| 1Y | -22.9% | +39.0% | -61.8% | -28.2% |
| 3Y | +36.7% | +74.3% | -37.6% | +20.2% |
| 5Y | +46.6% | +141.2% | -94.6% | +19.4% |
| All | +317.5% | +266.1% | +51.4% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling