+9.3%
GEHC vs OKE
+76.7%
-67.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.9% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | -10.7% | +6.1% | -16.7% | -12.3% |
| 3M | -1.2% | +10.4% | -11.7% | -4.5% |
| 6M | -13.7% | +14.2% | -27.9% | -18.2% |
| YTD | -20.4% | +35.3% | -55.8% | -29.8% |
| 1Y | -17.0% | +40.6% | -57.7% | -28.1% |
| 3Y | +0.9% | +72.2% | -71.3% | -15.4% |
| All | +9.3% | +76.7% | -67.4% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling