+147.5%
GE vs OKE
+266.1%
-118.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -4.0% | +1.2% | -5.2% | -4.4% |
| 30D | -11.4% | +4.5% | -15.9% | -12.9% |
| 3M | -2.6% | +9.6% | -12.2% | -6.4% |
| 6M | -0.3% | +15.4% | -15.7% | -7.3% |
| YTD | +5.4% | +36.5% | -31.1% | -9.0% |
| 1Y | +15.5% | +39.0% | -23.4% | -1.3% |
| 3Y | +260.8% | +74.3% | +186.5% | +177.2% |
| 5Y | +421.6% | +141.2% | +280.4% | +246.0% |
| All | +147.5% | +266.1% | -118.6% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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