+907.8%
BX vs OKE
+1,085.0%
-177.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.0% |
| 7D | -5.6% | +1.2% | -6.9% | -6.2% |
| 30D | -12.2% | +4.5% | -16.7% | -14.1% |
| 3M | +7.4% | +9.6% | -2.2% | +2.1% |
| 6M | +22.2% | +15.4% | +6.8% | +12.2% |
| YTD | -14.0% | +36.5% | -50.5% | -27.6% |
| 1Y | -27.3% | +39.0% | -66.3% | -39.4% |
| 3Y | +24.5% | +74.3% | -49.7% | -7.2% |
| 5Y | +18.9% | +141.2% | -122.3% | -23.9% |
| 10Y | +665.4% | +262.1% | +403.3% | +225.6% |
| All | +907.8% | +1,085.0% | -177.2% | +15.7% |
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 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