+137.0%
OKE vs BAX
-68.1%
+205.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +1.2% | -7.9% | +9.1% | +2.6% |
| 30D | +4.5% | -11.7% | +16.1% | +6.6% |
| 3M | +9.6% | +16.2% | -6.6% | +6.1% |
| 6M | +15.4% | +32.0% | -16.6% | +8.7% |
| YTD | +36.5% | +24.7% | +11.7% | +29.0% |
| 1Y | +39.0% | -2.6% | +41.6% | +38.0% |
| 3Y | +74.3% | -35.0% | +109.3% | +85.2% |
| All | +137.0% | -68.1% | +205.1% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling