-22.9%
TMUS vs OKE
+40.5%
-63.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | +3.5% | +4.5% | -1.0% | +2.9% |
| 3M | -1.3% | +9.6% | -10.9% | -2.8% |
| 6M | -13.6% | +15.4% | -29.0% | -15.2% |
| YTD | -8.8% | +36.5% | -45.2% | -12.4% |
| 1Y | -22.9% | +39.0% | -61.8% | -26.5% |
| All | -22.9% | +40.5% | -63.3% | -26.5% |
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 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