+632.4%
GEV vs OKE
+38.9%
+593.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.2% |
| 7D | +1.6% | +1.2% | +0.4% | +1.1% |
| 30D | -7.9% | +4.5% | -12.4% | -9.7% |
| 3M | +5.6% | +9.6% | -4.0% | +0.8% |
| 6M | +13.1% | +15.4% | -2.3% | +3.4% |
| YTD | +46.7% | +36.5% | +10.3% | +18.7% |
| 1Y | +51.3% | +39.0% | +12.3% | +19.6% |
| All | +632.4% | +38.9% | +593.6% | +474.5% |
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