+3.3%
BLK vs OKE
+35.9%
-32.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.4% |
| 7D | -3.6% | +0.7% | -4.3% | -3.6% |
| 30D | -1.0% | +9.4% | -10.4% | -0.1% |
| 3M | +10.4% | +8.6% | +1.8% | +11.3% |
| 6M | +8.2% | +15.3% | -7.1% | +8.3% |
| YTD | +6.0% | +34.8% | -28.7% | +3.4% |
| 1Y | +3.3% | +35.3% | -31.9% | -1.2% |
| All | +3.3% | +35.9% | -32.5% | -1.2% |
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