+56.1%
TOST vs OKE
+74.0%
-17.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.9% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | -3.5% | +12.8% | -16.3% | -8.7% |
| 3M | +38.1% | +11.9% | +26.2% | +30.0% |
| 6M | +9.9% | +14.9% | -5.0% | +0.5% |
| YTD | -6.3% | +37.7% | -44.0% | -24.6% |
| 1Y | -18.3% | +44.1% | -62.4% | -36.6% |
| All | +56.1% | +74.0% | -17.8% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling