+5,401.7%
TTWO vs OKE
+5,955.4%
-553.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +0.4% | +1.2% | -0.9% | 0.0% |
| 30D | -11.3% | +4.5% | -15.8% | -12.3% |
| 3M | +1.6% | +9.6% | -8.0% | -1.0% |
| 6M | +2.1% | +15.4% | -13.3% | -2.2% |
| YTD | -15.8% | +36.5% | -52.3% | -23.0% |
| 1Y | -12.6% | +39.0% | -51.6% | -20.5% |
| 3Y | +48.2% | +74.3% | -26.1% | +25.3% |
| 5Y | +40.0% | +141.2% | -101.2% | +7.7% |
| 10Y | +404.1% | +262.1% | +142.0% | +195.5% |
| All | +5,401.7% | +5,955.4% | -553.7% | +893.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling