+74.7%
OKE vs BAM
+66.2%
+8.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -6.6% | +7.8% | +2.9% |
| 30D | +4.5% | -12.4% | +16.9% | +7.8% |
| 3M | +9.6% | +2.4% | +7.3% | +8.3% |
| 6M | +15.4% | +7.9% | +7.4% | +11.4% |
| YTD | +36.5% | -7.0% | +43.5% | +37.4% |
| 1Y | +39.0% | -13.4% | +52.4% | +42.8% |
| 3Y | +74.3% | +46.9% | +27.4% | +49.2% |
| All | +74.7% | +66.2% | +8.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling