+24.5%
BX vs OKE
+72.4%
-47.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.1% |
| 7D | -5.6% | +1.2% | -6.9% | -6.1% |
| 30D | -12.2% | +4.5% | -16.7% | -14.0% |
| 3M | +7.4% | +9.6% | -2.2% | +2.4% |
| 6M | +22.2% | +15.4% | +6.8% | +11.8% |
| YTD | -14.0% | +36.5% | -50.5% | -29.6% |
| 1Y | -27.3% | +39.0% | -66.3% | -41.3% |
| 3Y | +24.5% | +74.3% | -49.7% | -6.7% |
| All | +24.5% | +72.4% | -47.8% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling