+1,735.6%
OKE vs BIDU
+1,272.6%
+463.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | 0.0% | -5.2% | +5.2% | +0.9% |
| 30D | +4.6% | -14.5% | +19.1% | +7.2% |
| 3M | +6.9% | -22.9% | +29.8% | +11.4% |
| 6M | +15.8% | -27.8% | +43.6% | +20.9% |
| YTD | +35.2% | -30.7% | +65.9% | +41.5% |
| 1Y | +37.6% | -15.8% | +53.4% | +37.1% |
| 3Y | +72.0% | -33.2% | +105.3% | +73.8% |
| 5Y | +139.0% | -44.8% | +183.8% | +133.9% |
| 10Y | +258.7% | -50.3% | +309.0% | +233.8% |
| All | +1,735.6% | +1,272.6% | +463.0% | +849.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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