-46.4%
TOST vs OKE
+117.8%
-164.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | -4.7% | +3.0% | -7.7% | -6.3% |
| 30D | +8.5% | -3.8% | +12.3% | +10.3% |
| 3M | -1.6% | -2.8% | +1.2% | -0.9% |
| 6M | +44.1% | +2.8% | +41.3% | +37.6% |
| YTD | -5.6% | +26.9% | -32.5% | -24.4% |
| 1Y | -12.6% | +35.4% | -47.9% | -33.5% |
| 3Y | +137.6% | +60.1% | +77.4% | +51.7% |
| 5Y | -30.4% | +84.0% | -114.3% | -62.3% |
| All | -46.4% | +117.8% | -164.2% | -72.0% |
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 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