+1,391.9%
GIS vs OKE
+15,943.7%
-14,551.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | -5.2% | +4.6% | -9.8% | -5.7% |
| 3M | +8.2% | +6.9% | +1.2% | +7.2% |
| 6M | -12.0% | +15.8% | -27.8% | -13.7% |
| YTD | -18.9% | +35.2% | -54.1% | -21.9% |
| 1Y | -23.6% | +37.6% | -61.2% | -26.7% |
| 3Y | -37.6% | +72.0% | -109.6% | -42.2% |
| 5Y | -25.2% | +139.0% | -164.1% | -34.0% |
| 10Y | -19.3% | +258.7% | -278.1% | -36.9% |
| All | +1,391.9% | +15,943.7% | -14,551.8% | +463.6% |
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