+36.6%
OKE vs BDX
+56.8%
-20.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.7% | -2.7% |
| 7D | -9.0% | +7.7% | -16.7% | -9.1% |
| 30D | -2.3% | +18.4% | -20.7% | -2.8% |
| 3M | 0.0% | +25.9% | -25.9% | -1.1% |
| 6M | -2.0% | +50.0% | -52.0% | -4.3% |
| YTD | +23.2% | +42.7% | -19.5% | +21.1% |
| 1Y | +36.6% | +57.8% | -21.2% | +31.5% |
| All | +36.6% | +56.8% | -20.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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