+15,968.0%
OKE vs BNY
+8,074.1%
+7,893.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -1.3% | +2.6% | +1.7% |
| 30D | +4.5% | -0.2% | +4.7% | +4.5% |
| 3M | +9.6% | +14.9% | -5.3% | +4.4% |
| 6M | +15.4% | +40.0% | -24.6% | +2.6% |
| YTD | +36.5% | +42.0% | -5.5% | +20.4% |
| 1Y | +39.0% | +56.9% | -17.9% | +18.4% |
| 3Y | +74.3% | +289.9% | -215.6% | +9.7% |
| 5Y | +141.2% | +259.2% | -118.0% | +54.7% |
| 10Y | +262.1% | +413.3% | -151.2% | +113.3% |
| All | +15,968.0% | +8,074.1% | +7,893.8% | +5,227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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