+15,818.3%
OKE vs BTI
+5,998.9%
+9,819.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | 0.0% | -2.0% | +2.0% | +0.5% |
| 30D | +4.6% | -3.4% | +8.0% | +5.6% |
| 3M | +6.9% | -9.0% | +15.9% | +9.5% |
| 6M | +15.8% | -5.0% | +20.8% | +16.9% |
| YTD | +35.2% | -0.3% | +35.5% | +34.4% |
| 1Y | +37.6% | +3.1% | +34.5% | +35.2% |
| 3Y | +72.0% | +111.0% | -38.9% | +36.0% |
| 5Y | +139.0% | +117.0% | +21.9% | +87.3% |
| 10Y | +258.7% | +73.9% | +184.8% | +195.0% |
| All | +15,818.3% | +5,998.9% | +9,819.4% | +7,885.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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