+15,835.0%
OKE vs BAX
+844.7%
+14,990.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -0.2% | -5.1% | +4.9% | +1.1% |
| 30D | +6.1% | -12.2% | +18.2% | +9.5% |
| 3M | +10.4% | +21.8% | -11.4% | +4.1% |
| 6M | +14.2% | +36.3% | -22.2% | +3.8% |
| YTD | +35.3% | +27.8% | +7.5% | +24.0% |
| 1Y | +40.6% | -0.1% | +40.7% | +36.8% |
| 3Y | +72.2% | -33.3% | +105.5% | +81.5% |
| 5Y | +139.6% | -67.1% | +206.7% | +201.7% |
| 10Y | +259.1% | -36.9% | +296.0% | +276.8% |
| All | +15,835.0% | +844.7% | +14,990.3% | +9,697.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling