+35.3%
OKE vs BAX
+9.9%
+25.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.4% |
| 7D | +0.7% | -1.1% | +1.9% | +0.7% |
| 30D | +9.4% | -5.5% | +14.8% | +9.6% |
| 3M | +8.6% | +33.5% | -25.0% | +6.8% |
| 6M | +15.3% | +35.9% | -20.6% | +13.9% |
| YTD | +34.8% | +35.4% | -0.6% | +32.4% |
| 1Y | +35.3% | +9.8% | +25.5% | +33.8% |
| All | +35.3% | +9.9% | +25.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling