+258.5%
OKE vs BTG
+159.3%
+99.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +1.2% | -3.8% | +5.0% | +1.7% |
| 30D | +4.5% | +3.6% | +0.9% | +3.8% |
| 3M | +9.6% | +32.0% | -22.4% | +5.0% |
| 6M | +15.4% | +3.4% | +12.0% | +13.3% |
| YTD | +36.5% | +20.8% | +15.7% | +29.9% |
| 1Y | +39.0% | +22.4% | +16.6% | +31.0% |
| 3Y | +74.3% | +91.7% | -17.4% | +48.6% |
| 5Y | +141.2% | +79.0% | +62.2% | +105.0% |
| All | +258.5% | +159.3% | +99.2% | +189.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling