-19.7%
TSCO vs OKE
+72.4%
-92.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | -5.7% | +1.2% | -6.9% | -5.8% |
| 30D | -8.8% | +4.5% | -13.2% | -9.5% |
| 3M | +6.3% | +9.6% | -3.3% | +4.5% |
| 6M | -32.3% | +15.4% | -47.6% | -34.3% |
| YTD | -32.7% | +36.5% | -69.2% | -37.3% |
| 1Y | -43.7% | +39.0% | -82.6% | -47.8% |
| 3Y | -19.7% | +74.3% | -94.0% | -34.5% |
| All | -19.7% | +72.4% | -92.0% | -34.5% |
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