+1,201.1%
OKE vs BR
+1,278.7%
-77.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +1.2% | -3.0% | +4.2% | +2.7% |
| 30D | +4.5% | -0.3% | +4.8% | +4.3% |
| 3M | +9.6% | +17.3% | -7.7% | +0.4% |
| 6M | +15.4% | -6.7% | +22.1% | +17.2% |
| YTD | +36.5% | -23.4% | +59.9% | +52.0% |
| 1Y | +39.0% | -32.7% | +71.6% | +65.1% |
| 3Y | +74.3% | -5.9% | +80.2% | +71.9% |
| 5Y | +141.2% | +8.4% | +132.8% | +115.7% |
| 10Y | +262.1% | +189.2% | +72.9% | +92.0% |
| All | +1,201.1% | +1,278.7% | -77.6% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling