-48.9%
TOST vs OKE
+132.1%
-181.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -5.9% | 0.0% | -5.8% | -5.9% |
| 30D | -8.4% | +4.6% | -13.0% | -11.1% |
| 3M | +31.4% | +6.9% | +24.5% | +24.7% |
| 6M | +10.5% | +15.8% | -5.2% | -2.5% |
| YTD | -10.1% | +35.2% | -45.2% | -30.1% |
| 1Y | -19.9% | +37.6% | -57.5% | -38.8% |
| 3Y | +53.3% | +72.0% | -18.8% | -5.7% |
| All | -48.9% | +132.1% | -181.0% | -74.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling