+258.5%
OKE vs BHP
+496.8%
-238.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.1% |
| 7D | +1.2% | -3.6% | +4.9% | +3.2% |
| 30D | +4.5% | -1.2% | +5.7% | +4.6% |
| 3M | +9.6% | +1.2% | +8.4% | +7.0% |
| 6M | +15.4% | +21.4% | -6.0% | -1.4% |
| YTD | +36.5% | +50.4% | -14.0% | +0.8% |
| 1Y | +39.0% | +67.5% | -28.5% | -4.8% |
| 3Y | +74.3% | +72.8% | +1.5% | +11.4% |
| 5Y | +141.2% | +112.6% | +28.6% | +23.3% |
| All | +258.5% | +496.8% | -238.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling