+74.3%
OKE vs BLDR
-57.1%
+131.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.8% |
| 7D | +1.2% | -8.2% | +9.5% | +1.7% |
| 30D | +4.5% | -16.6% | +21.1% | +5.6% |
| 3M | +9.6% | -23.2% | +32.8% | +11.1% |
| 6M | +15.4% | -33.7% | +49.1% | +18.7% |
| YTD | +36.5% | -41.3% | +77.8% | +42.0% |
| 1Y | +39.0% | -58.8% | +97.8% | +51.5% |
| 3Y | +74.3% | -57.5% | +131.8% | +84.3% |
| All | +74.3% | -57.1% | +131.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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