+336.2%
OKE vs BURL
+1,051.1%
-715.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -1.0% |
| 7D | +0.7% | -2.8% | +3.5% | +1.4% |
| 30D | +9.4% | -28.2% | +37.5% | +19.3% |
| 3M | +8.6% | -17.6% | +26.2% | +13.6% |
| 6M | +15.3% | -11.8% | +27.1% | +16.9% |
| YTD | +34.8% | -8.1% | +42.9% | +34.7% |
| 1Y | +35.3% | -12.0% | +47.2% | +35.6% |
| 3Y | +69.5% | +63.3% | +6.2% | +34.3% |
| 5Y | +135.2% | -10.8% | +146.0% | +114.8% |
| 10Y | +261.7% | +215.9% | +45.8% | +134.2% |
| All | +336.2% | +1,051.1% | -715.0% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling