+137.0%
OKE vs BEN
+36.0%
+101.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +1.2% | -3.1% | +4.4% | +2.3% |
| 30D | +4.5% | +0.2% | +4.3% | +4.3% |
| 3M | +9.6% | +6.8% | +2.8% | +6.7% |
| 6M | +15.4% | +38.1% | -22.7% | +2.0% |
| YTD | +36.5% | +44.3% | -7.9% | +18.2% |
| 1Y | +39.0% | +42.6% | -3.6% | +20.7% |
| 3Y | +74.3% | +52.3% | +22.0% | +42.9% |
| All | +137.0% | +36.0% | +101.1% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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