+137.0%
OKE vs BR
+8.0%
+129.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.2% | -3.0% | +4.2% | +2.2% |
| 30D | +4.5% | -0.3% | +4.8% | +4.3% |
| 3M | +9.6% | +17.3% | -7.7% | +3.4% |
| 6M | +15.4% | -6.7% | +22.1% | +17.6% |
| YTD | +36.5% | -23.4% | +59.9% | +50.1% |
| 1Y | +39.0% | -32.7% | +71.6% | +61.4% |
| 3Y | +74.3% | -5.9% | +80.2% | +73.5% |
| All | +137.0% | +8.0% | +129.0% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling