+5.2%
OKE vs BIYA
-99.8%
+104.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.3% |
| 30D | +4.5% | -17.5% | +22.0% | +4.6% |
| 3M | +9.6% | -78.0% | +87.6% | +11.0% |
| 6M | +15.4% | -89.5% | +104.9% | +15.9% |
| YTD | +36.5% | -94.3% | +130.7% | +37.5% |
| 1Y | +39.0% | -98.6% | +137.6% | +43.6% |
| All | +5.2% | -99.8% | +104.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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