+44.6%
OKE vs BR
-14.2%
+58.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -3.5% |
| 7D | -5.2% | +7.0% | -12.2% | -5.0% |
| 30D | +1.1% | +19.0% | -17.9% | +1.6% |
| 3M | +2.2% | +13.1% | -10.9% | +2.4% |
| 6M | 0.0% | +24.6% | -24.6% | +0.6% |
| YTD | +26.5% | -13.6% | +40.1% | +31.7% |
| 1Y | +44.6% | -13.1% | +57.7% | +53.3% |
| All | +44.6% | -14.2% | +58.9% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling