+259.1%
OKE vs BURL
+188.6%
+70.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.6% | +0.1% |
| 7D | -0.2% | -7.0% | +6.8% | +1.8% |
| 30D | +6.1% | -35.6% | +41.7% | +20.1% |
| 3M | +10.4% | -26.3% | +36.7% | +19.7% |
| 6M | +14.2% | -20.7% | +34.8% | +19.5% |
| YTD | +35.3% | -17.2% | +52.5% | +39.1% |
| 1Y | +40.6% | -15.0% | +55.7% | +41.9% |
| 3Y | +72.2% | +53.2% | +19.0% | +34.7% |
| 5Y | +139.6% | -18.7% | +158.3% | +124.5% |
| 10Y | +259.1% | +192.1% | +67.0% | +128.7% |
| All | +259.1% | +188.6% | +70.5% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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