+293.7%
OKE vs BURL
+970.5%
-676.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -11.3% | +4.1% | -15.3% | -12.4% |
| 30D | -2.2% | -9.5% | +7.3% | +0.1% |
| 3M | -2.0% | -33.5% | +31.5% | +8.4% |
| 6M | +1.8% | -22.1% | +23.9% | +6.8% |
| YTD | +21.7% | -14.6% | +36.2% | +23.2% |
| 1Y | +31.9% | -8.4% | +40.2% | +30.0% |
| 3Y | +49.1% | +86.6% | -37.5% | +12.6% |
| 5Y | +71.9% | -17.2% | +89.1% | +59.6% |
| 10Y | +233.5% | +256.4% | -22.8% | +111.9% |
| All | +293.7% | +970.5% | -676.8% | +127.2% |
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