+12,882.1%
BLK vs OKE
+5,080.0%
+7,802.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -3.3% | +1.2% | -4.6% | -3.7% |
| 30D | -6.5% | +4.5% | -11.0% | -8.1% |
| 3M | +6.7% | +9.6% | -2.9% | +2.8% |
| 6M | +14.7% | +15.4% | -0.6% | +7.7% |
| YTD | +2.5% | +36.5% | -33.9% | -9.9% |
| 1Y | -2.8% | +39.0% | -41.7% | -15.2% |
| 3Y | +65.9% | +74.3% | -8.4% | +31.6% |
| 5Y | +33.0% | +141.2% | -108.2% | -6.9% |
| 10Y | +281.2% | +262.1% | +19.1% | +95.9% |
| All | +12,882.1% | +5,080.0% | +7,802.1% | +2,278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling