+57.3%
OKE vs BTSG
+389.4%
-332.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.9% |
| 7D | +1.2% | -3.3% | +4.5% | +1.4% |
| 30D | +4.5% | -1.6% | +6.1% | +4.5% |
| 3M | +9.6% | -6.9% | +16.5% | +9.5% |
| 6M | +15.4% | +42.1% | -26.7% | +10.3% |
| YTD | +36.5% | +56.8% | -20.4% | +28.6% |
| 1Y | +39.0% | +109.8% | -70.9% | +25.6% |
| All | +57.3% | +389.4% | -332.1% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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