+409.4%
GE vs OKE
+138.0%
+271.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -4.0% | +1.2% | -5.2% | -4.4% |
| 30D | -11.4% | +4.5% | -15.9% | -12.6% |
| 3M | -2.6% | +9.6% | -12.2% | -5.8% |
| 6M | -0.3% | +15.4% | -15.7% | -6.7% |
| YTD | +5.4% | +36.5% | -31.1% | -8.7% |
| 1Y | +15.5% | +39.0% | -23.4% | -1.1% |
| 3Y | +260.8% | +74.3% | +186.5% | +173.3% |
| All | +409.4% | +138.0% | +271.3% | +208.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling