+75.6%
BAC vs OKE
+136.3%
-60.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | -1.8% | +4.6% | -6.3% | -3.7% |
| 3M | +15.3% | +6.9% | +8.3% | +11.5% |
| 6M | +30.2% | +15.8% | +14.4% | +20.2% |
| YTD | +15.6% | +35.2% | -19.6% | -1.7% |
| 1Y | +27.5% | +37.6% | -10.1% | +7.1% |
| 3Y | +137.0% | +72.0% | +65.0% | +74.0% |
| 5Y | +75.6% | +139.0% | -63.4% | +2.6% |
| All | +75.6% | +136.3% | -60.7% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling