+15,818.3%
OKE vs BN
+14,390.7%
+1,427.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | 0.0% | -5.9% | +5.8% | +2.5% |
| 30D | +4.6% | -15.1% | +19.7% | +11.7% |
| 3M | +6.9% | -14.6% | +21.5% | +13.6% |
| 6M | +15.8% | -8.4% | +24.2% | +18.2% |
| YTD | +35.2% | -16.8% | +52.0% | +42.7% |
| 1Y | +37.6% | -14.4% | +51.9% | +42.8% |
| 3Y | +72.0% | +70.1% | +1.9% | +30.2% |
| 5Y | +139.0% | +33.5% | +105.4% | +97.1% |
| 10Y | +258.7% | +260.2% | -1.5% | +115.6% |
| All | +15,818.3% | +14,390.7% | +1,427.7% | +4,803.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling