+392.9%
BAC vs OKE
+266.1%
+126.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.5% |
| 30D | -2.8% | +4.5% | -7.3% | -4.6% |
| 3M | +14.2% | +9.6% | +4.6% | +9.5% |
| 6M | +30.5% | +15.4% | +15.2% | +21.5% |
| YTD | +15.8% | +36.5% | -20.7% | -0.1% |
| 1Y | +26.2% | +39.0% | -12.8% | +7.7% |
| 3Y | +136.5% | +74.3% | +62.2% | +81.8% |
| 5Y | +75.9% | +141.2% | -65.3% | +16.6% |
| All | +392.9% | +266.1% | +126.8% | +177.7% |
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 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