-10.6%
BA vs OKE
+43.1%
-53.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.8% | +1.2% |
| 7D | +5.9% | -5.2% | +11.1% | +4.5% |
| 30D | -8.2% | +1.1% | -9.3% | -7.8% |
| 3M | -25.4% | +2.2% | -27.6% | -24.5% |
| 6M | -20.0% | 0.0% | -20.0% | -19.1% |
| YTD | -18.5% | +26.5% | -45.0% | -15.9% |
| 1Y | -10.6% | +44.6% | -55.2% | -3.4% |
| All | -10.6% | +43.1% | -53.8% | -3.4% |
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