-72.2%
TTD vs OKE
+35.9%
-108.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.4% |
| 7D | +6.3% | +0.7% | +5.6% | +6.4% |
| 30D | -23.9% | +9.4% | -33.3% | -23.3% |
| 3M | -31.4% | +8.6% | -39.9% | -30.9% |
| 6M | -42.7% | +15.3% | -58.0% | -42.3% |
| YTD | -62.0% | +34.8% | -96.8% | -62.4% |
| 1Y | -72.2% | +35.3% | -107.5% | -74.7% |
| All | -72.2% | +35.9% | -108.1% | -74.7% |
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 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