-25.7%
GIS vs OKE
+138.0%
-163.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -6.4% | +1.2% | -7.6% | -6.5% |
| 30D | -6.1% | +4.5% | -10.6% | -6.6% |
| 3M | +7.8% | +9.6% | -1.8% | +6.6% |
| 6M | -8.8% | +15.4% | -24.2% | -10.5% |
| YTD | -19.1% | +36.5% | -55.6% | -22.2% |
| 1Y | -24.8% | +39.0% | -63.7% | -27.8% |
| 3Y | -37.6% | +74.3% | -111.9% | -42.9% |
| All | -25.7% | +138.0% | -163.7% | -35.1% |
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