+64.1%
OKE vs BAM
+81.2%
-17.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | -2.7% | +8.0% | +6.0% |
| 30D | -1.3% | +15.5% | -16.8% | -5.0% |
| 3M | -2.0% | -6.9% | +4.8% | -0.6% |
| 6M | +3.4% | +9.9% | -6.5% | -0.1% |
| YTD | +28.2% | +1.4% | +26.8% | +26.0% |
| 1Y | +35.7% | +3.3% | +32.4% | +32.3% |
| 3Y | +61.0% | +83.6% | -22.6% | +29.6% |
| All | +64.1% | +81.2% | -17.1% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling