+52.4%
GEV vs OKE
+43.1%
+9.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -10.0% |
| 7D | -5.1% | -5.2% | +0.1% | -6.2% |
| 30D | -15.8% | +1.1% | -17.0% | -15.4% |
| 3M | -18.2% | +2.2% | -20.4% | -17.2% |
| 6M | -22.4% | 0.0% | -22.4% | -21.5% |
| YTD | +27.7% | +26.5% | +1.2% | +44.0% |
| 1Y | +52.4% | +44.6% | +7.7% | +83.9% |
| All | +52.4% | +43.1% | +9.2% | +83.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling