+904.9%
OKE vs BAH
+878.1%
+26.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +6.1% | -6.6% | +12.7% | +7.8% |
| 3M | +10.4% | -7.2% | +17.6% | +11.9% |
| 6M | +14.2% | -10.0% | +24.1% | +16.1% |
| YTD | +35.3% | -12.5% | +47.8% | +37.3% |
| 1Y | +40.6% | -27.9% | +68.5% | +49.7% |
| 3Y | +72.2% | -31.4% | +103.6% | +78.0% |
| 5Y | +139.6% | -3.2% | +142.8% | +119.6% |
| 10Y | +259.1% | +191.5% | +67.6% | +140.1% |
| All | +904.9% | +878.1% | +26.9% | +370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling