+249.7%
OKE vs BURL
+206.3%
+43.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +3.3% |
| 7D | +1.9% | -2.6% | +4.5% | +2.6% |
| 30D | +12.8% | -30.8% | +43.6% | +25.2% |
| 3M | +11.9% | -18.7% | +30.6% | +17.8% |
| 6M | +14.9% | -16.4% | +31.3% | +18.5% |
| YTD | +37.7% | -11.6% | +49.3% | +39.0% |
| 1Y | +44.1% | -12.0% | +56.1% | +44.1% |
| 3Y | +75.3% | +63.6% | +11.6% | +34.5% |
| 5Y | +144.0% | -12.6% | +156.6% | +123.6% |
| 10Y | +249.7% | +206.5% | +43.2% | +123.4% |
| All | +249.7% | +206.3% | +43.4% | +123.4% |
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