+71.1%
BA vs OKE
+262.7%
-191.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -12.2% | +4.6% | -16.8% | -14.1% |
| 3M | -2.0% | +6.9% | -9.0% | -6.0% |
| 6M | -6.0% | +15.8% | -21.7% | -14.5% |
| YTD | -5.7% | +35.2% | -40.9% | -21.1% |
| 1Y | -10.0% | +37.6% | -47.6% | -25.6% |
| 3Y | -3.1% | +72.0% | -75.1% | -31.0% |
| 5Y | -2.6% | +139.0% | -141.6% | -42.7% |
| All | +71.1% | +262.7% | -191.6% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling