+141.6%
OKE vs BTDR
+19.6%
+122.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.9% |
| 7D | +1.2% | -3.4% | +4.6% | +1.3% |
| 30D | +4.5% | +32.6% | -28.1% | +3.9% |
| 3M | +9.6% | -32.2% | +41.8% | +10.3% |
| 6M | +15.4% | +52.4% | -37.0% | +12.9% |
| YTD | +36.5% | +6.7% | +29.8% | +34.7% |
| 1Y | +39.0% | -15.2% | +54.2% | +37.1% |
| 3Y | +74.3% | +14.9% | +59.4% | +67.7% |
| 5Y | +141.2% | +20.8% | +120.4% | +131.3% |
| All | +141.6% | +19.6% | +122.0% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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