+74.3%
OKE vs BG
+18.0%
+56.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.4% |
| 7D | +1.2% | +3.1% | -1.9% | +0.5% |
| 30D | +4.5% | +10.2% | -5.7% | +2.0% |
| 3M | +9.6% | -1.7% | +11.3% | +9.7% |
| 6M | +15.4% | +1.0% | +14.4% | +14.5% |
| YTD | +36.5% | +39.9% | -3.5% | +25.5% |
| 1Y | +39.0% | +53.2% | -14.3% | +24.5% |
| 3Y | +74.3% | +16.3% | +58.0% | +73.1% |
| All | +74.3% | +18.0% | +56.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling