-16.3%
TTWO vs OKE
+40.8%
-57.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +1.6% |
| 7D | +10.3% | -9.0% | +19.3% | +8.4% |
| 30D | +5.3% | -2.3% | +7.6% | +4.8% |
| 3M | -9.2% | 0.0% | -9.1% | -9.0% |
| 6M | -4.4% | -2.0% | -2.4% | -4.4% |
| YTD | -16.7% | +23.2% | -39.8% | -12.9% |
| 1Y | -16.3% | +36.6% | -52.9% | -14.4% |
| All | -16.3% | +40.8% | -57.0% | -14.4% |
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 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