+606.9%
GEV vs OKE
+37.6%
+569.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -8.7% | +4.6% | -13.3% | -10.5% |
| 3M | +6.6% | +6.9% | -0.3% | +2.9% |
| 6M | +10.2% | +15.8% | -5.5% | +0.4% |
| YTD | +41.6% | +35.2% | +6.4% | +15.0% |
| 1Y | +43.9% | +37.6% | +6.3% | +14.2% |
| All | +606.9% | +37.6% | +569.3% | +456.6% |
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