+15,968.0%
OKE vs BDX
+5,179.2%
+10,788.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +1.2% | -3.2% | +4.4% | +2.1% |
| 30D | +4.5% | -2.5% | +7.0% | +5.2% |
| 3M | +9.6% | +21.4% | -11.8% | +3.2% |
| 6M | +15.4% | +10.4% | +5.0% | +11.3% |
| YTD | +36.5% | +18.8% | +17.6% | +28.6% |
| 1Y | +39.0% | +21.7% | +17.3% | +29.8% |
| 3Y | +74.3% | -10.0% | +84.2% | +75.4% |
| 5Y | +141.2% | -1.8% | +143.0% | +135.0% |
| 10Y | +262.1% | +58.8% | +203.3% | +204.3% |
| All | +15,968.0% | +5,179.2% | +10,788.8% | +5,590.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling