+6,467.7%
TRV vs OKE
+15,943.7%
-9,476.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.5% | 0.0% | -1.4% | -1.5% |
| 30D | -1.8% | +4.6% | -6.4% | -3.1% |
| 3M | +21.6% | +6.9% | +14.6% | +18.9% |
| 6M | +22.5% | +15.8% | +6.7% | +16.7% |
| YTD | +28.1% | +35.2% | -7.0% | +16.4% |
| 1Y | +37.0% | +37.6% | -0.6% | +23.6% |
| 3Y | +141.9% | +72.0% | +69.9% | +101.6% |
| 5Y | +158.5% | +139.0% | +19.5% | +92.7% |
| 10Y | +297.5% | +258.7% | +38.8% | +134.5% |
| All | +6,467.7% | +15,943.7% | -9,476.0% | +1,282.7% |
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