+15,818.3%
OKE vs BHP
+7,637.4%
+8,180.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +1.9% |
| 7D | 0.0% | -3.7% | +3.7% | +1.3% |
| 30D | +4.6% | -0.8% | +5.4% | +4.6% |
| 3M | +6.9% | +7.6% | -0.7% | +2.8% |
| 6M | +15.8% | +20.8% | -5.0% | +4.9% |
| YTD | +35.2% | +50.8% | -15.6% | +11.6% |
| 1Y | +37.6% | +70.9% | -33.3% | +7.7% |
| 3Y | +72.0% | +78.0% | -6.0% | +29.8% |
| 5Y | +139.0% | +113.1% | +25.9% | +64.8% |
| 10Y | +258.7% | +483.0% | -224.3% | +79.5% |
| All | +15,818.3% | +7,637.4% | +8,180.9% | +4,887.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling