+159.7%
TRV vs OKE
+138.0%
+21.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.8% |
| 7D | +1.9% | +1.2% | +0.7% | +1.6% |
| 30D | +1.7% | +4.5% | -2.8% | +0.5% |
| 3M | +23.9% | +9.6% | +14.3% | +20.6% |
| 6M | +26.3% | +15.4% | +10.9% | +20.7% |
| YTD | +30.8% | +36.5% | -5.6% | +18.6% |
| 1Y | +36.3% | +39.0% | -2.6% | +22.7% |
| 3Y | +145.0% | +74.3% | +70.7% | +102.5% |
| All | +159.7% | +138.0% | +21.6% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling