+35.3%
OKE vs BTG
+38.4%
-3.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.4% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | +9.4% | +36.8% | -27.4% | +11.5% |
| 3M | +8.6% | +23.1% | -14.5% | +10.6% |
| 6M | +15.3% | +3.5% | +11.8% | +18.0% |
| YTD | +34.8% | +25.5% | +9.3% | +37.0% |
| 1Y | +35.3% | +40.1% | -4.8% | +40.5% |
| All | +35.3% | +38.4% | -3.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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