+137.0%
OKE vs BAH
+2.5%
+134.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +1.2% | +4.3% | -3.0% | +0.5% |
| 30D | +4.5% | -2.5% | +6.9% | +4.8% |
| 3M | +9.6% | -0.9% | +10.5% | +9.5% |
| 6M | +15.4% | +1.5% | +13.9% | +14.4% |
| YTD | +36.5% | -8.0% | +44.4% | +36.6% |
| 1Y | +39.0% | -24.7% | +63.7% | +44.3% |
| 3Y | +74.3% | -28.4% | +102.7% | +71.5% |
| All | +137.0% | +2.5% | +134.5% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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