+18.4%
GLD vs OKE
+39.2%
-20.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.4% | 0.0% | -3.3% | -3.4% |
| 30D | -1.1% | +4.6% | -5.7% | -0.8% |
| 3M | +5.8% | +6.9% | -1.1% | +6.3% |
| 6M | -17.1% | +15.8% | -32.8% | -17.9% |
| YTD | 0.0% | +35.2% | -35.2% | -2.1% |
| All | +18.4% | +39.2% | -20.8% | +16.0% |
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