-44.5%
TOST vs OKE
+120.0%
-164.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.9% |
| 7D | 0.0% | +5.4% | -5.3% | -3.0% |
| 30D | +16.2% | -1.3% | +17.5% | +16.3% |
| 3M | -1.5% | -2.0% | +0.5% | -1.3% |
| 6M | +55.3% | +3.4% | +51.9% | +47.9% |
| YTD | -2.3% | +28.2% | -30.5% | -22.3% |
| 1Y | -5.5% | +35.7% | -41.2% | -28.1% |
| 3Y | +151.1% | +61.0% | +90.1% | +60.0% |
| 5Y | -27.9% | +85.8% | -113.7% | -61.2% |
| All | -44.5% | +120.0% | -164.5% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling