-40.9%
TSCO vs OKE
+35.9%
-76.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +5.5% | +9.4% | -3.9% | +4.9% |
| 3M | +20.0% | +8.6% | +11.4% | +19.2% |
| 6M | -29.8% | +15.3% | -45.1% | -30.9% |
| YTD | -28.7% | +34.8% | -63.4% | -32.9% |
| 1Y | -40.9% | +35.3% | -76.2% | -45.8% |
| All | -40.9% | +35.9% | -76.8% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling