+137.0%
OKE vs BN
+33.2%
+103.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +1.2% | -5.2% | +6.4% | +3.3% |
| 30D | +4.5% | -14.5% | +19.0% | +10.7% |
| 3M | +9.6% | -15.0% | +24.6% | +16.2% |
| 6M | +15.4% | -5.4% | +20.8% | +15.8% |
| YTD | +36.5% | -16.4% | +52.9% | +43.3% |
| 1Y | +39.0% | -16.2% | +55.2% | +45.0% |
| 3Y | +74.3% | +67.5% | +6.8% | +27.2% |
| All | +137.0% | +33.2% | +103.9% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling