+2,664.3%
TSLA vs OKE
+266.1%
+2,398.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +3.2% | +1.2% | +2.0% | +2.7% |
| 30D | +11.6% | +4.5% | +7.1% | +9.6% |
| 3M | -8.4% | +9.6% | -18.1% | -12.5% |
| 6M | -10.4% | +15.4% | -25.8% | -17.0% |
| YTD | -18.7% | +36.5% | -55.2% | -30.1% |
| 1Y | -0.9% | +39.0% | -39.9% | -15.7% |
| 3Y | +33.6% | +74.3% | -40.7% | +4.5% |
| 5Y | +48.9% | +141.2% | -92.3% | +2.2% |
| All | +2,664.3% | +266.1% | +2,398.2% | +1,369.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling