+258.5%
OKE vs BRO
+294.2%
-35.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.1% |
| 7D | +1.2% | -7.3% | +8.6% | +5.2% |
| 30D | +4.5% | -6.9% | +11.3% | +8.0% |
| 3M | +9.6% | +10.7% | -1.1% | +2.3% |
| 6M | +15.4% | -2.7% | +18.1% | +14.7% |
| YTD | +36.5% | -16.3% | +52.8% | +46.7% |
| 1Y | +39.0% | -29.1% | +68.1% | +64.0% |
| 3Y | +74.3% | -7.8% | +82.1% | +68.8% |
| 5Y | +141.2% | +18.7% | +122.5% | +84.4% |
| All | +258.5% | +294.2% | -35.7% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling