+47.6%
TSLA vs OKE
+138.0%
-90.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +3.2% | +1.2% | +2.0% | +2.6% |
| 30D | +11.6% | +4.5% | +7.1% | +9.2% |
| 3M | -8.4% | +9.6% | -18.1% | -13.4% |
| 6M | -10.4% | +15.4% | -25.8% | -18.9% |
| YTD | -18.7% | +36.5% | -55.2% | -33.9% |
| 1Y | -0.9% | +39.0% | -39.9% | -20.7% |
| 3Y | +33.6% | +74.3% | -40.7% | -4.3% |
| All | +47.6% | +138.0% | -90.5% | -12.4% |
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